V-Lab
Namyang Dairy Products Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:21.82% (-0.16%)
Analysis last updated: Saturday, May 18, 2024 at 12:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1387 | 19.72 | |
| 0.1472 | 23.12 | |
| 0.8648 | 261.66 | |
| -0.0557 | -6.03 |
Estimation Period:
Jan 3, 1990 to May 14, 2024
Jan 3, 1990 to May 14, 2024
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