V-Lab
Shinhan Engineering & Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 30th, 2020:344.75% (-48.36%)
Analysis last updated: Monday, March 1, 2021 at 09:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2360 | 17.37 | |
| 0.4034 | 8.87 | |
| 0.6505 | 39.05 | |
| -0.2312 | -2.90 |
Estimation Period:
Jan 3, 1990 to Jun 26, 2020
Jan 3, 1990 to Jun 26, 2020
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