V-Lab
Sumco Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:39.95% (-0.89%)
Analysis last updated: Sunday, May 5, 2024 at 12:27 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0711 | 14.00 | |
| 0.0374 | 15.82 | |
| 0.9463 | 551.78 | |
| 0.0188 | 4.17 |
Estimation Period:
Nov 17, 2005 to May 3, 2024
Nov 17, 2005 to May 3, 2024