V-Lab: Miwon Commercial Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

Miwon Commercial Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:29.31% (-1.27%)

Analysis last updated: Saturday, April 20, 2024 at 12:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0638	17.41
$α$	0.1221	18.16
$β$	0.8970	286.78
$γ$	-0.0399	-4.60

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts