V-Lab
Seoul Broadcasting System GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:33.66% (-0.84%)
Analysis last updated: Thursday, May 2, 2024 at 11:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0726 | 18.04 | |
| 0.0522 | 18.18 | |
| 0.9362 | 395.51 | |
| 0.0026 | 0.52 |
Estimation Period:
May 25, 1999 to Apr 30, 2024
May 25, 1999 to Apr 30, 2024
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