V-Lab
Kyeryong Construction Industrial Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:23.98% (-0.07%)
Analysis last updated: Saturday, May 11, 2024 at 03:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2744 | 24.11 | |
| 0.1962 | 23.84 | |
| 0.8053 | 189.44 | |
| -0.0218 | -1.78 |
Estimation Period:
Jan 30, 1996 to May 3, 2024
Jan 30, 1996 to May 3, 2024
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