V-Lab
KB Bookook No 1 Development REIT Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2015:1172.92% (+554.49%)
Analysis last updated: Monday, March 1, 2021 at 08:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2991 | 6.77 | |
| 0.1896 | 3.46 | |
| 0.6902 | 40.03 | |
| 0.2403 | 1.50 |
Estimation Period:
Jun 12, 2012 to Feb 27, 2015
Jun 12, 2012 to Feb 27, 2015
News Impact Curve
Volatility Forecasts
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