V-Lab
KEPCO Plant Service & Engineering Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:20.80% (-0.12%)
Analysis last updated: Thursday, May 9, 2024 at 12:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7012 | 5.02 | |
| 0.0820 | 4.28 | |
| 0.8309 | 23.57 | |
| 0.1618 | 0.59 | |
| -0.0870 | -0.21 | |
| -0.4232 | -1.49 | |
| 1.0171 | 3.43 | |
| -1.2708 | -3.96 | |
| 1.0358 | 3.69 | |
| -0.9528 | -3.24 | |
| 1.1158 | 3.41 | |
| -1.0114 | -3.07 | |
| 0.4452 | 0.88 |
Estimation Period:
Dec 14, 2007 to May 3, 2024
Dec 14, 2007 to May 3, 2024
News Impact Curve
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