V-Lab
HD Korea Shipbuilding & Offshore Engineering Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:41.60% (-1.19%)
Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2009 | 18.40 | |
| 0.0319 | 10.40 | |
| 0.9172 | 361.37 | |
| 0.0556 | 7.00 |
Estimation Period:
Aug 24, 1999 to Apr 19, 2024
Aug 24, 1999 to Apr 19, 2024
News Impact Curve
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