V-Lab
Hankuk Glass Industries Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 13th, 2018:91.56% (-5.98%)
Analysis last updated: Monday, March 1, 2021 at 09:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1418 | 17.11 | |
| 0.1369 | 16.31 | |
| 0.8753 | 196.56 | |
| -0.0466 | -3.80 |
Estimation Period:
Jan 3, 1990 to Dec 7, 2018
Jan 3, 1990 to Dec 7, 2018
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