V-Lab: Korea Refractories Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

Korea Refractories Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.87% (-0.44%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1865	15.26
$α$	0.1370	24.89
$β$	0.8837	290.13
$γ$	-0.0568	-6.86

Estimation Period:
Aug 22, 1996 to Apr 19, 2024

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Volatility Forecasts