V-Lab
Dohwa Engineering Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:21.98% (-0.12%)
Analysis last updated: Sunday, May 19, 2024 at 12:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1727 | 8.39 | |
| 0.0948 | 9.60 | |
| 0.8991 | 115.43 | |
| -0.0368 | -2.21 |
Estimation Period:
Aug 12, 2010 to May 17, 2024
Aug 12, 2010 to May 17, 2024
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