V-Lab
Iljin Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:37.09% (+1.47%)
Analysis last updated: Saturday, May 4, 2024 at 11:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3798 | 16.50 | |
| 0.0915 | 14.46 | |
| 0.8760 | 208.38 | |
| 0.0113 | 1.16 |
Estimation Period:
Mar 22, 1990 to May 3, 2024
Mar 22, 1990 to May 3, 2024
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