V-Lab
Dongyang Engineering & Construction Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 25th, 2014:707.89% (-10.37%)
Analysis last updated: Monday, March 1, 2021 at 09:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0996 | 12.63 | |
| 0.0517 | 5.79 | |
| 0.9264 | 310.34 | |
| 0.0440 | 1.60 |
Estimation Period:
Jan 3, 1990 to Apr 24, 2014
Jan 3, 1990 to Apr 24, 2014
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