V-Lab
Rocket Electric Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2015:746.17% (-95.14%)
Analysis last updated: Monday, March 1, 2021 at 07:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8791 | 10.70 | |
| 0.1469 | 7.17 | |
| 0.7834 | 64.55 | |
| 0.1245 | 1.24 |
Estimation Period:
Jan 3, 1990 to Feb 17, 2015
Jan 3, 1990 to Feb 17, 2015
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