V-Lab
OM Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:35.47% (-0.45%)
Analysis last updated: Saturday, April 20, 2024 at 08:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1716 | 11.04 | |
| 0.0518 | 14.19 | |
| 0.9143 | 298.79 | |
| 0.0679 | 7.51 |
Estimation Period:
Mar 19, 1998 to Apr 19, 2024
Mar 19, 1998 to Apr 19, 2024
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