V-Lab
SKC Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:54.31% (-1.15%)
Analysis last updated: Saturday, May 11, 2024 at 03:49 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1286 | 17.45 | |
| 0.0491 | 20.89 | |
| 0.9272 | 464.54 | |
| 0.0263 | 5.29 |
Estimation Period:
Jul 18, 1997 to May 3, 2024
Jul 18, 1997 to May 3, 2024