V-Lab
Korea District Heating Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:39.60% (-1.08%)
Analysis last updated: Friday, May 3, 2024 at 10:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0648 | 9.36 | |
| 0.0681 | 9.75 | |
| 0.9205 | 182.20 | |
| -0.0177 | -1.98 |
Estimation Period:
Jan 29, 2010 to Apr 30, 2024
Jan 29, 2010 to Apr 30, 2024
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