V-Lab
TCC Steel GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:42.98% (-1.74%)
Analysis last updated: Tuesday, May 7, 2024 at 10:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0633 | 13.09 | |
| 0.0922 | 17.36 | |
| 0.9155 | 275.99 | |
| -0.0162 | -2.46 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024