V-Lab
Samyang Entech Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2014:30.47% (+1.07%)
Analysis last updated: Monday, March 1, 2021 at 07:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3706 | 26.53 | |
| 0.2362 | 23.73 | |
| 0.7572 | 162.39 | |
| -0.0124 | -0.80 |
Estimation Period:
Jan 3, 1990 to Nov 21, 2014
Jan 3, 1990 to Nov 21, 2014
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