V-Lab: Hankuk Paper MFG GJR-GARCH Volatility Analysis

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V-Lab

Hankuk Paper MFG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:26.60% (-0.28%)

Analysis last updated: Thursday, April 18, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0717	9.46
$α$	0.0489	17.47
$β$	0.9437	343.92
$γ$	0.0122	2.71

Estimation Period:
Jul 3, 1996 to Apr 12, 2024

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