V-Lab
AFI Development PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 21st, 2020:148.19% (+102.58%)
Analysis last updated: Monday, March 1, 2021 at 08:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0526 | 3.63 | |
| 0.0164 | 6.26 | |
| 0.9519 | 416.77 | |
| 0.0635 | 10.76 |
Estimation Period:
May 3, 2007 to Feb 14, 2020
May 3, 2007 to Feb 14, 2020
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