V-Lab: CJ CheilJedang Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

CJ CheilJedang Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.18% (-0.64%)

Analysis last updated: Friday, May 3, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0712	11.77
$α$	0.0333	11.66
$β$	0.9277	280.79
$γ$	0.0479	6.20

Estimation Period:
Sep 28, 2007 to Apr 30, 2024

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Volatility Forecasts