V-Lab: GUD Holdings Ltd GJR-GARCH Volatility Analysis

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V-Lab

GUD Holdings Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:28.40% (-0.54%)

Analysis last updated: Friday, April 19, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1198	15.14
$α$	0.0336	12.36
$β$	0.9166	222.64
$γ$	0.0342	5.43

Estimation Period:
Jan 9, 1990 to Apr 12, 2024

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Volatility Forecasts