V-Lab
Kumho Tire Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:52.35% (-3.53%)
Analysis last updated: Thursday, May 16, 2024 at 11:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4340 | 17.55 | |
| 0.1022 | 10.73 | |
| 0.8426 | 124.36 | |
| 0.0088 | 0.66 |
Estimation Period:
Feb 17, 2005 to May 14, 2024
Feb 17, 2005 to May 14, 2024
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