V-Lab
SUN&L Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2024:28.85% (-1.06%)
Analysis last updated: Saturday, April 13, 2024 at 11:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2640 | 15.62 | |
| 0.1139 | 20.46 | |
| 0.8552 | 186.86 | |
| 0.0010 | 0.09 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024