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V-Lab
GS Retail Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:24.53% (-0.28%)

Analysis last updated: Thursday, April 18, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GS Retail Co Ltd GJR-GARCH
paramt-stat
ω0.05129.38
α0.03158.72
β0.9557392.97
γ0.00370.70
Estimation Period:
Dec 23, 2011 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts