V-Lab
Kyung Nong Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:18.19% (-0.19%)
Analysis last updated: Saturday, May 4, 2024 at 11:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1433 | 12.54 | |
| 0.1150 | 15.36 | |
| 0.8708 | 239.94 | |
| 0.0206 | 1.24 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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