V-Lab
Dunxin Financial Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:84.43% (+1.29%)
Analysis last updated: Wednesday, May 1, 2024 at 10:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9246 | 13.68 | |
| 0.3205 | 13.20 | |
| 0.6673 | 51.80 | |
| -0.1567 | -4.45 |
Estimation Period:
Nov 23, 2010 to Apr 26, 2024
Nov 23, 2010 to Apr 26, 2024
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