V-Lab: EcoVive Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

EcoVive Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 8th, 2023:453.39% (-37.00%)

Analysis last updated: Wednesday, November 8, 2023 at 08:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.05
$α$	0.0489	1.06
$β$	0.8496	8.16
$γ$	-0.0267	-0.41

Estimation Period:
Jan 3, 1990 to Nov 3, 2023

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Volatility Forecasts