V-Lab
BIG Banc Split COR CL Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:26.21% (-1.74%)
Analysis last updated: Friday, April 19, 2024 at 02:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2450 | 12.57 | |
| 0.1367 | 5.48 | |
| 0.4773 | 15.96 | |
| 0.1350 | 2.66 |
Estimation Period:
Jun 26, 2020 to Apr 12, 2024
Jun 26, 2020 to Apr 12, 2024
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