V-Lab
SUN&L Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:28.21% (-0.65%)
Analysis last updated: Saturday, May 11, 2024 at 03:54 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2625 | 15.61 | |
| 0.1134 | 20.43 | |
| 0.8560 | 187.79 | |
| 0.0007 | 0.07 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024