V-Lab
Kukbo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:32.11% (-0.02%)
Analysis last updated: Tuesday, May 7, 2024 at 10:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8093 | 22.27 | |
| 0.1836 | 27.81 | |
| 0.8012 | 143.25 | |
| -0.0401 | -3.98 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024