V-Lab
Manho Rope & Wire Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:21.52% (0.00%)
Analysis last updated: Wednesday, May 15, 2024 at 02:40 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2200 | 14.82 | |
| 0.1306 | 19.27 | |
| 0.8803 | 214.18 | |
| -0.0645 | -5.20 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024
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