V-Lab
OSK Holdings Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:18.91% (-0.36%)
Analysis last updated: Tuesday, November 12, 2024 at 09:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0985 | 22.89 | |
| 0.1228 | 27.25 | |
| 0.8626 | 300.55 | |
| 0.0119 | 1.55 |
Estimation Period:
May 31, 1991 to Nov 8, 2024
May 31, 1991 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
Other OSK Holdings Bhd Analyses