V-Lab
Samwhan Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 15th, 2015:204.13% (+13.25%)
Analysis last updated: Monday, March 1, 2021 at 07:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0564 | 4.99 | |
| 0.0308 | 7.33 | |
| 0.9516 | 300.37 | |
| 0.0353 | 3.87 |
Estimation Period:
Jan 3, 1990 to Apr 10, 2015
Jan 3, 1990 to Apr 10, 2015
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