V-Lab
Han Chang Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:48.16% (-1.78%)
Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8594 | 19.98 | |
| 0.1335 | 16.60 | |
| 0.8433 | 138.34 | |
| -0.0219 | -2.02 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other Han Chang Corp Analyses