V-Lab
Woojin Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:26.32% (-0.77%)
Analysis last updated: Saturday, May 11, 2024 at 03:43 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1796 | 15.65 | |
| 0.1605 | 14.57 | |
| 0.8508 | 184.63 | |
| -0.0248 | -1.39 |
Estimation Period:
Jul 26, 2010 to May 3, 2024
Jul 26, 2010 to May 3, 2024