V-Lab
Hanwha Galleria Timeworld Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 28th, 2020:18.99% (-0.07%)
Analysis last updated: Monday, March 1, 2021 at 08:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1314 | 13.27 | |
| 0.0952 | 13.99 | |
| 0.8984 | 328.00 | |
| 0.0070 | 0.50 |
Estimation Period:
Jan 30, 1996 to Feb 21, 2020
Jan 30, 1996 to Feb 21, 2020
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