V-Lab
Shiga Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:37.52% (-0.86%)
Analysis last updated: Sunday, April 21, 2024 at 12:45 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1287 | 22.44 | |
| 0.0683 | 18.95 | |
| 0.8683 | 257.44 | |
| 0.0563 | 6.39 |
Estimation Period:
Jan 4, 1990 to Apr 19, 2024
Jan 4, 1990 to Apr 19, 2024
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