V-Lab
Namsung Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:26.87% (-0.59%)
Analysis last updated: Saturday, April 20, 2024 at 12:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2299 | 10.42 | |
| 0.0982 | 14.75 | |
| 0.8804 | 161.88 | |
| 0.0201 | 1.50 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024