V-Lab
KISWIRE Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:27.80% (+3.19%)
Analysis last updated: Saturday, April 20, 2024 at 12:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4931 | 22.17 | |
| 0.1879 | 22.03 | |
| 0.7685 | 129.76 | |
| -0.0198 | -1.18 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024