V-Lab
Hyundai Paint Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 21st, 2016:547.63% (+70.79%)
Analysis last updated: Monday, March 1, 2021 at 05:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2239 | 20.65 | |
| 0.2043 | 14.73 | |
| 0.7754 | 126.16 | |
| -0.0001 | -0.01 |
Estimation Period:
Jan 3, 1990 to Nov 18, 2016
Jan 3, 1990 to Nov 18, 2016
News Impact Curve
Volatility Forecasts
Other Hyundai Paint Co Ltd Analyses