V-Lab
Seowon Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:43.97% (+0.81%)
Analysis last updated: Sunday, April 21, 2024 at 12:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5325 | 15.23 | |
| 0.1510 | 19.78 | |
| 0.8390 | 144.77 | |
| -0.0392 | -3.52 |
Estimation Period:
Jan 30, 1996 to Apr 19, 2024
Jan 30, 1996 to Apr 19, 2024
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