V-Lab
Hansae Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:38.24% (-0.53%)
Analysis last updated: Saturday, May 4, 2024 at 10:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1815 | 9.30 | |
| 0.0309 | 9.38 | |
| 0.9411 | 187.36 | |
| 0.0094 | 1.33 |
Estimation Period:
Mar 20, 2009 to May 3, 2024
Mar 20, 2009 to May 3, 2024
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