V-Lab: SAJOHAEPYO Corp GJR-GARCH Volatility Analysis

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V-Lab

SAJOHAEPYO Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 30th, 2019:49.99% (-1.72%)

Analysis last updated: Monday, March 1, 2021 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1886	13.20
$α$	0.0881	15.46
$β$	0.9160	264.96
$γ$	-0.0528	-7.55

Estimation Period:
Sep 21, 2004 to May 24, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts