V-Lab
Sewoo Global Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:55.61% (-2.46%)
Analysis last updated: Thursday, April 18, 2024 at 10:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4647 | 25.46 | |
| 0.1152 | 17.88 | |
| 0.8752 | 230.68 | |
| -0.0167 | -2.00 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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