V-Lab
Hwacheon Machinery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:44.60% (-2.83%)
Analysis last updated: Thursday, May 16, 2024 at 11:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1236 | 16.70 | |
| 0.1266 | 27.18 | |
| 0.8705 | 260.63 | |
| 0.0058 | 0.68 |
Estimation Period:
Jan 3, 1990 to May 14, 2024
Jan 3, 1990 to May 14, 2024
News Impact Curve
Volatility Forecasts
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