V-Lab
Vivien Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:25.78% (+0.39%)
Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1141 | 10.16 | |
| 0.0938 | 11.16 | |
| 0.9097 | 194.55 | |
| -0.0225 | -1.60 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024