V-Lab
Union Corp/Korea GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:45.27% (-0.98%)
Analysis last updated: Saturday, April 27, 2024 at 11:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2478 | 18.27 | |
| 0.1715 | 23.32 | |
| 0.8276 | 171.27 | |
| 0.0018 | 0.15 |
Estimation Period:
Jul 3, 1996 to Apr 26, 2024
Jul 3, 1996 to Apr 26, 2024
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