V-Lab
Mirae Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:75.39% (-2.94%)
Analysis last updated: Tuesday, April 30, 2024 at 09:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4314 | 16.58 | |
| 0.0912 | 16.74 | |
| 0.9030 | 215.36 | |
| -0.0364 | -4.27 |
Estimation Period:
Nov 22, 1996 to Apr 26, 2024
Nov 22, 1996 to Apr 26, 2024