V-Lab
Koas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:39.42% (-0.69%)
Analysis last updated: Friday, May 3, 2024 at 10:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9993 | 14.37 | |
| 0.1638 | 17.12 | |
| 0.7980 | 93.75 | |
| -0.0320 | -2.20 |
Estimation Period:
Aug 4, 2005 to Apr 30, 2024
Aug 4, 2005 to Apr 30, 2024