V-Lab
Suheung Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.66% (-0.41%)
Analysis last updated: Friday, May 3, 2024 at 12:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0799 | 16.47 | |
| 0.0545 | 19.62 | |
| 0.9353 | 476.46 | |
| -0.0027 | -0.53 |
Estimation Period:
Mar 27, 1990 to Apr 30, 2024
Mar 27, 1990 to Apr 30, 2024
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