V-Lab
Moorim Paper Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:18.98% (-0.04%)
Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0818 | 20.58 | |
| 0.0989 | 25.01 | |
| 0.9038 | 418.43 | |
| -0.0133 | -1.75 |
Estimation Period:
Jun 11, 1990 to Apr 19, 2024
Jun 11, 1990 to Apr 19, 2024
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