V-Lab
SC Engineering Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:34.64% (-0.51%)
Analysis last updated: Thursday, May 2, 2024 at 11:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8172 | 18.38 | |
| 0.1556 | 21.90 | |
| 0.8047 | 139.37 | |
| 0.0139 | 0.95 |
Estimation Period:
Jun 23, 1997 to Apr 30, 2024
Jun 23, 1997 to Apr 30, 2024
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