V-Lab
Yuhan Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:29.35% (-0.99%)
Analysis last updated: Saturday, May 4, 2024 at 11:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1312 | 21.99 | |
| 0.0755 | 21.81 | |
| 0.8997 | 316.47 | |
| 0.0072 | 1.12 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024