V-Lab
Li & Fung Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 18th, 2020:34.70% (-1.43%)
Analysis last updated: Monday, March 1, 2021 at 07:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5110 | 15.14 | |
| 0.1005 | 16.04 | |
| 0.8238 | 141.07 | |
| 0.0189 | 1.48 |
Estimation Period:
Jul 1, 1992 to May 15, 2020
Jul 1, 1992 to May 15, 2020
News Impact Curve
Volatility Forecasts
Other Li & Fung Ltd Analyses