V-Lab
Kumho Tire Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:60.55% (+5.58%)
Analysis last updated: Saturday, May 11, 2024 at 03:43 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4377 | 17.56 | |
| 0.1032 | 10.66 | |
| 0.8414 | 123.22 | |
| 0.0085 | 0.62 |
Estimation Period:
Feb 17, 2005 to May 3, 2024
Feb 17, 2005 to May 3, 2024
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