V-Lab
Keangnam Enterprises Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 15th, 2015:848.12% (-1.29%)
Analysis last updated: Monday, March 1, 2021 at 09:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.46 | |
| 0.0779 | 0.99 | |
| 0.6994 | 11.39 | |
| 0.1648 | 0.48 |
Estimation Period:
Jan 3, 1990 to Apr 10, 2015
Jan 3, 1990 to Apr 10, 2015
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