V-Lab
SAVEZONE I&C CORP GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:20.56% (-0.97%)
Analysis last updated: Tuesday, May 7, 2024 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1017 | 18.37 | |
| 0.1626 | 18.35 | |
| 0.8570 | 242.42 | |
| -0.0392 | -2.92 |
Estimation Period:
Jul 25, 2002 to May 3, 2024
Jul 25, 2002 to May 3, 2024
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