V-Lab
Heung-A Shipping Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:75.14% (-3.98%)
Analysis last updated: Saturday, May 4, 2024 at 11:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5555 | 15.22 | |
| 0.1232 | 20.70 | |
| 0.8607 | 185.89 | |
| -0.0143 | -1.74 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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