V-Lab
ADT Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:43.05% (+0.16%)
Analysis last updated: Tuesday, April 23, 2024 at 09:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8241 | 9.76 | |
| 0.1277 | 6.43 | |
| 0.5926 | 16.19 | |
| 0.0015 | 0.04 |
Estimation Period:
Jan 19, 2018 to Apr 19, 2024
Jan 19, 2018 to Apr 19, 2024