V-Lab
Sebang Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:20.76% (-0.42%)
Analysis last updated: Wednesday, May 15, 2024 at 02:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0708 | 18.50 | |
| 0.0788 | 25.90 | |
| 0.9074 | 274.73 | |
| 0.0181 | 2.22 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024
News Impact Curve
Volatility Forecasts
Other Sebang Co Ltd Analyses