V-Lab
Dongbu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:23.40% (-0.44%)
Analysis last updated: Saturday, May 4, 2024 at 11:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1866 | 18.80 | |
| 0.1132 | 21.32 | |
| 0.8805 | 273.96 | |
| -0.0068 | -0.91 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024