V-Lab
Dongyang Steel Pipe Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:27.48% (-0.49%)
Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3317 | 18.24 | |
| 0.1285 | 20.30 | |
| 0.8586 | 222.08 | |
| -0.0043 | -0.44 |
Estimation Period:
Jan 3, 1990 to May 14, 2024
Jan 3, 1990 to May 14, 2024
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