V-Lab: Resonac Holdings Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Resonac Holdings Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:36.21% (+0.46%)

Analysis last updated: Sunday, April 14, 2024 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1586	20.48
$α$	0.0479	19.76
$β$	0.8902	356.51
$γ$	0.0834	13.38

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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Volatility Forecasts