V-Lab
Shiga Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:24.47% (-0.18%)
Analysis last updated: Sunday, May 19, 2024 at 12:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1300 | 22.51 | |
| 0.0682 | 18.92 | |
| 0.8677 | 255.96 | |
| 0.0567 | 6.44 |
Estimation Period:
Jan 4, 1990 to May 17, 2024
Jan 4, 1990 to May 17, 2024
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