V-Lab
ADT Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:44.27% (-1.73%)
Analysis last updated: Tuesday, May 7, 2024 at 09:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7692 | 9.92 | |
| 0.1293 | 6.41 | |
| 0.5953 | 16.72 | |
| 0.0015 | 0.04 |
Estimation Period:
Jan 19, 2018 to May 3, 2024
Jan 19, 2018 to May 3, 2024