V-Lab: ChinHung International Inc GJR-GARCH Volatility Analysis

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V-Lab

ChinHung International Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:35.42% (-0.52%)

Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8363	18.02
$α$	0.1564	23.47
$β$	0.8081	179.81
$γ$	-0.0140	-1.36

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts