V-Lab
Hankook & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:35.54% (-0.59%)
Analysis last updated: Saturday, May 4, 2024 at 11:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 12.63 | |
| 0.0532 | 19.01 | |
| 0.9384 | 523.06 | |
| 0.0137 | 2.59 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024