V-Lab
Aspen Venture Capital Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 4th, 2015:19.57% (-0.74%)
Analysis last updated: Monday, March 1, 2021 at 09:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 14.61 | |
| 0.0588 | 14.91 | |
| 0.9066 | 281.30 | |
| 0.0352 | 3.99 |
Estimation Period:
Feb 20, 2003 to Oct 30, 2015
Feb 20, 2003 to Oct 30, 2015
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