V-Lab
MiraeING GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:48.97% (+0.48%)
Analysis last updated: Thursday, April 18, 2024 at 10:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1352 | 21.12 | |
| 0.1844 | 19.99 | |
| 0.7732 | 109.98 | |
| -0.0236 | -1.74 |
Estimation Period:
Nov 29, 1999 to Apr 12, 2024
Nov 29, 1999 to Apr 12, 2024