V-Lab
Dong-A Socio Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:30.58% (+0.60%)
Analysis last updated: Saturday, April 20, 2024 at 12:07 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0717 | 11.60 | |
| 0.0485 | 19.60 | |
| 0.9450 | 301.73 | |
| -0.0071 | -1.56 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
News Impact Curve
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