V-Lab
Unitika Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:47.51% (-2.76%)
Analysis last updated: Sunday, May 5, 2024 at 12:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2689 | 17.37 | |
| 0.0769 | 15.69 | |
| 0.8664 | 202.57 | |
| 0.0579 | 5.74 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024