V-Lab
Yoosung Enterprise Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:15.78% (-0.13%)
Analysis last updated: Friday, May 3, 2024 at 10:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1124 | 16.44 | |
| 0.1199 | 25.58 | |
| 0.8680 | 269.82 | |
| 0.0036 | 0.43 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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