V-Lab
CJ Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:44.49% (+6.08%)
Analysis last updated: Tuesday, November 12, 2024 at 09:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0895 | 16.38 | |
| 0.0653 | 20.21 | |
| 0.9232 | 348.77 | |
| -0.0022 | -0.43 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024