V-Lab
E-MART Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:27.35% (-0.34%)
Analysis last updated: Thursday, May 16, 2024 at 11:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3421 | 10.08 | |
| 0.0508 | 8.78 | |
| 0.8629 | 84.60 | |
| 0.0034 | 0.31 |
Estimation Period:
Jun 10, 2011 to May 14, 2024
Jun 10, 2011 to May 14, 2024