V-Lab
SH Energy & Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:37.37% (+0.65%)
Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4665 | 20.93 | |
| 0.1630 | 24.01 | |
| 0.8269 | 186.11 | |
| -0.0163 | -1.56 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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