V-Lab: AUK Corp GJR-GARCH Volatility Analysis

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V-Lab

AUK Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:35.70% (+0.85%)

Analysis last updated: Tuesday, April 16, 2024 at 09:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3368	16.81
$α$	0.0648	15.35
$β$	0.9026	269.84
$γ$	0.0015	0.23

Estimation Period:
Oct 16, 1996 to Apr 12, 2024

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