V-Lab
Shinsung FA Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 14th, 2016:54.26% (-3.36%)
Analysis last updated: Monday, March 1, 2021 at 09:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9114 | 13.11 | |
| 0.1392 | 12.89 | |
| 0.8170 | 102.05 | |
| -0.0203 | -1.05 |
Estimation Period:
Sep 1, 2008 to Dec 9, 2016
Sep 1, 2008 to Dec 9, 2016
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