V-Lab
Shanghai Jiao Yun Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:81.58% (-7.09%)
Analysis last updated: Friday, April 19, 2024 at 07:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2130 | 23.00 | |
| 0.1794 | 31.49 | |
| 0.8307 | 242.48 | |
| -0.0505 | -6.62 |
Estimation Period:
Sep 28, 1993 to Apr 12, 2024
Sep 28, 1993 to Apr 12, 2024
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