V-Lab
Shinsung Tongsang Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:25.24% (-0.48%)
Analysis last updated: Wednesday, May 1, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1790 | 20.56 | |
| 0.1004 | 26.86 | |
| 0.8940 | 352.79 | |
| -0.0005 | -0.08 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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