Gw Vitek Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:35.73% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3477 | 10.78 | |
| 0.2371 | 16.63 | |
| 0.7340 | 90.46 | |
| -0.0412 | -2.15 |
Estimation Period:
Jan 19, 2001 to Jun 2, 2025
Jan 19, 2001 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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