V-Lab
RIFA Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:30.11% (+0.57%)
Analysis last updated: Sunday, April 21, 2024 at 12:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4369 | 10.67 | |
| 0.1496 | 27.36 | |
| 0.8273 | 170.58 | |
| -0.0143 | -1.17 |
Estimation Period:
Apr 29, 1994 to Apr 19, 2024
Apr 29, 1994 to Apr 19, 2024