V-Lab
CJ CheilJedang Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:28.55% (-0.84%)
Analysis last updated: Wednesday, May 1, 2024 at 09:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 9.20 | |
| 0.1340 | 19.43 | |
| 0.9827 | 677.74 | |
| -0.0363 | -5.80 |
Estimation Period:
Sep 28, 2007 to Apr 30, 2024
Sep 28, 2007 to Apr 30, 2024
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