V-Lab
Uni-Chem Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:39.25% (+0.86%)
Analysis last updated: Thursday, April 18, 2024 at 10:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1583 | 17.56 | |
| 0.0872 | 22.74 | |
| 0.9176 | 432.00 | |
| -0.0201 | -3.53 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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