V-Lab
Shin Poong Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:58.62% (-3.38%)
Analysis last updated: Wednesday, May 1, 2024 at 09:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2994 | 17.74 | |
| 0.1324 | 21.39 | |
| 0.8689 | 208.13 | |
| -0.0269 | -2.72 |
Estimation Period:
Jan 22, 1990 to Apr 30, 2024
Jan 22, 1990 to Apr 30, 2024
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