V-Lab: Hitejinro Holdings Co Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Hitejinro Holdings Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:19.11% (-0.16%)

Analysis last updated: Saturday, April 20, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0782	11.97
$α$	0.0767	21.16
$β$	0.9200	337.76
$γ$	-0.0075	-1.19

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts