V-Lab
Kyung Nong Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.92% (-0.21%)
Analysis last updated: Wednesday, May 1, 2024 at 10:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1444 | 12.56 | |
| 0.1150 | 15.35 | |
| 0.8706 | 239.76 | |
| 0.0206 | 1.24 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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