V-Lab
Bolak Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:29.67% (-0.19%)
Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3886 | 15.21 | |
| 0.1238 | 22.46 | |
| 0.8690 | 178.48 | |
| -0.0460 | -5.03 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024