V-Lab
Muhak Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.66% (+0.26%)
Analysis last updated: Wednesday, May 1, 2024 at 09:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1368 | 18.22 | |
| 0.1329 | 21.56 | |
| 0.8607 | 218.72 | |
| 0.0023 | 0.22 |
Estimation Period:
Jul 29, 1998 to Apr 30, 2024
Jul 29, 1998 to Apr 30, 2024