V-Lab
Playgram Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2024:66.92% (+2.57%)
Analysis last updated: Saturday, April 13, 2024 at 11:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6502 | 29.38 | |
| 0.2412 | 28.41 | |
| 0.7219 | 132.56 | |
| -0.0372 | -2.93 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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