V-Lab
Dongyang Express Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:9.96% (-0.07%)
Analysis last updated: Friday, May 3, 2024 at 10:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 7.71 | |
| 0.0863 | 15.96 | |
| 0.9259 | 176.16 | |
| -0.0270 | -4.36 |
Estimation Period:
Jul 25, 2005 to Apr 30, 2024
Jul 25, 2005 to Apr 30, 2024
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