V-Lab
Shinkin Central Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:7.17% (-0.59%)
Analysis last updated: Sunday, May 19, 2024 at 12:44 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 16.92 | |
| 0.3142 | 15.57 | |
| 0.7299 | 96.86 | |
| -0.0881 | -3.37 |
Estimation Period:
Dec 22, 2000 to May 17, 2024
Dec 22, 2000 to May 17, 2024
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