V-Lab
Shinil Engineering Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 15th, 2015:710.40% (+251.13%)
Analysis last updated: Monday, March 1, 2021 at 05:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7268 | 17.15 | |
| 0.2433 | 4.77 | |
| 0.7840 | 78.46 | |
| -0.1049 | -1.66 |
Estimation Period:
Jan 3, 1990 to Apr 10, 2015
Jan 3, 1990 to Apr 10, 2015
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