V-Lab
Kwang Myung Electric Engineering Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:89.07% (-8.26%)
Analysis last updated: Thursday, May 16, 2024 at 11:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8313 | 7.87 | |
| 0.1425 | 25.49 | |
| 0.8154 | 123.16 | |
| -0.0005 | -0.05 |
Estimation Period:
Sep 17, 1990 to May 14, 2024
Sep 17, 1990 to May 14, 2024
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