V-Lab
DB Financial Investment Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:21.70% (-0.49%)
Analysis last updated: Friday, April 19, 2024 at 11:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0647 | 16.14 | |
| 0.0836 | 26.27 | |
| 0.9065 | 485.28 | |
| 0.0139 | 2.21 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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