V-Lab
Airbus SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:27.49% (-0.85%)
Analysis last updated: Saturday, April 20, 2024 at 11:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1061 | 17.13 | |
| 0.0280 | 14.44 | |
| 0.9018 | 380.97 | |
| 0.1069 | 16.44 |
Estimation Period:
Jul 10, 2000 to Apr 19, 2024
Jul 10, 2000 to Apr 19, 2024