V-Lab
DRB Holding Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:38.57% (-1.18%)
Analysis last updated: Friday, May 3, 2024 at 10:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1819 | 18.10 | |
| 0.0932 | 19.82 | |
| 0.9021 | 313.11 | |
| -0.0294 | -3.90 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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