V-Lab
SM Bexel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:38.11% (-0.57%)
Analysis last updated: Tuesday, May 7, 2024 at 10:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1878 | 10.40 | |
| 0.2041 | 20.29 | |
| 0.7709 | 110.24 | |
| -0.0648 | -4.00 |
Estimation Period:
Dec 27, 1994 to May 3, 2024
Dec 27, 1994 to May 3, 2024
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