V-Lab
Badaro No 19 Ship Investment Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 28th, 2023:5.69% (-0.12%)
Analysis last updated: Wednesday, November 29, 2023 at 02:49 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 5.80 | |
| 0.1078 | 6.94 | |
| 0.8800 | 100.40 | |
| 0.0244 | 1.12 |
Estimation Period:
Jun 29, 2012 to Nov 24, 2023
Jun 29, 2012 to Nov 24, 2023
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