V-Lab
Alvogen Korea Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 18th, 2019:10.32% (-0.09%)
Analysis last updated: Monday, March 1, 2021 at 07:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 5.49 | |
| 0.0471 | 10.47 | |
| 0.9603 | 350.23 | |
| -0.0148 | -3.43 |
Estimation Period:
Jan 3, 1990 to Mar 15, 2019
Jan 3, 1990 to Mar 15, 2019
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