V-Lab: Daishin Securities Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

Daishin Securities Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:23.90% (-0.60%)

Analysis last updated: Saturday, May 4, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0416	13.85
$α$	0.0554	19.88
$β$	0.9339	585.14
$γ$	0.0137	2.93

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Volatility Forecasts