V-Lab
Daesung Group Partners Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, July 28th, 2017:35.69% (-1.82%)
Analysis last updated: Monday, March 1, 2021 at 05:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6928 | 13.29 | |
| 0.1614 | 19.85 | |
| 0.7742 | 91.49 | |
| 0.0089 | 0.60 |
Estimation Period:
Jan 3, 1990 to Jul 21, 2017
Jan 3, 1990 to Jul 21, 2017
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