V-Lab
HD Korea Shipbuilding & Offshore Engineering Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:40.06% (-1.08%)
Analysis last updated: Thursday, April 18, 2024 at 10:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1981 | 18.28 | |
| 0.0324 | 10.48 | |
| 0.9173 | 363.01 | |
| 0.0550 | 6.90 |
Estimation Period:
Aug 24, 1999 to Apr 12, 2024
Aug 24, 1999 to Apr 12, 2024
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