V-Lab
Firstec Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:31.31% (-0.75%)
Analysis last updated: Wednesday, May 1, 2024 at 09:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5216 | 22.24 | |
| 0.1759 | 27.14 | |
| 0.8249 | 207.30 | |
| -0.0302 | -2.77 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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