V-Lab: Sajodongaone Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

Sajodongaone Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:28.37% (-1.10%)

Analysis last updated: Wednesday, April 17, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3286	16.20
$α$	0.1577	20.90
$β$	0.8314	238.76
$γ$	-0.0096	-0.55

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts