V-Lab: Choheung Corp GJR-GARCH Volatility Analysis

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V-Lab

Choheung Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.33% (-0.39%)

Analysis last updated: Sunday, April 21, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1203	24.94
$α$	0.1489	24.41
$β$	0.8829	336.36
$γ$	-0.0728	-8.06

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts