V-Lab: Yangmei Chemical Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

Yangmei Chemical Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:75.78% (-5.86%)

Analysis last updated: Friday, April 19, 2024 at 07:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4603	23.94
$α$	0.1603	19.72
$β$	0.8072	172.93
$γ$	-0.0227	-1.85

Estimation Period:
Nov 19, 1993 to Apr 12, 2024

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