V-Lab
CosmoAM&T Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:35.64% (-0.08%)
Analysis last updated: Wednesday, May 22, 2024 at 01:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2023 | 16.69 | |
| 0.0648 | 12.78 | |
| 0.9305 | 425.45 | |
| -0.0168 | -2.37 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024
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