V-Lab: Anam Electronics Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

Anam Electronics Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:31.02% (-0.38%)

Analysis last updated: Saturday, May 4, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6013	27.17
$α$	0.1629	24.88
$β$	0.8217	213.43
$γ$	-0.0261	-2.72

Estimation Period:
Jan 3, 1990 to May 3, 2024

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