V-Lab: LX International Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

LX International Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:32.17% (-0.39%)

Analysis last updated: Saturday, May 11, 2024 at 03:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2271	23.15
$α$	0.0738	22.80
$β$	0.8870	337.90
$γ$	0.0286	4.27

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Volatility Forecasts