V-Lab
Daelim B&Co Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:28.92% (+4.59%)
Analysis last updated: Saturday, April 20, 2024 at 12:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2758 | 19.00 | |
| 0.1264 | 29.73 | |
| 0.8572 | 298.05 | |
| -0.0028 | -0.37 |
Estimation Period:
Dec 23, 1992 to Apr 12, 2024
Dec 23, 1992 to Apr 12, 2024
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