V-Lab
Alpha Services and Holdings SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:35.24% (-1.31%)
Analysis last updated: Friday, April 19, 2024 at 11:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0866 | 16.85 | |
| 0.0731 | 29.84 | |
| 0.9015 | 423.04 | |
| 0.0508 | 9.74 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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