V-Lab
Korea Aerospace Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:31.88% (-1.21%)
Analysis last updated: Thursday, April 18, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2847 | 10.46 | |
| 0.0898 | 5.60 | |
| 0.8588 | 77.79 | |
| 0.0158 | 0.87 |
Estimation Period:
Jun 30, 2011 to Apr 12, 2024
Jun 30, 2011 to Apr 12, 2024
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