V-Lab
Chonbang Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:32.17% (+0.49%)
Analysis last updated: Tuesday, November 12, 2024 at 09:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6146 | 19.83 | |
| 0.1921 | 18.97 | |
| 0.7947 | 131.90 | |
| -0.0721 | -4.68 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024