V-Lab
Pyung Hwa Anti-Vibration System Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 29th, 2014:42.85% (-1.67%)
Analysis last updated: Monday, March 1, 2021 at 06:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2768 | 12.57 | |
| 0.1965 | 12.82 | |
| 0.7556 | 62.66 | |
| -0.0477 | -1.84 |
Estimation Period:
Jun 9, 2008 to Mar 28, 2014
Jun 9, 2008 to Mar 28, 2014
News Impact Curve
Volatility Forecasts
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