V-Lab
Muhak Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:16.98% (-0.10%)
Analysis last updated: Thursday, April 18, 2024 at 10:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1445 | 18.25 | |
| 0.1329 | 21.48 | |
| 0.8593 | 213.98 | |
| 0.0024 | 0.23 |
Estimation Period:
Jul 29, 1998 to Apr 12, 2024
Jul 29, 1998 to Apr 12, 2024