V-Lab
Capgemini SE GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:28.16% (+5.45%)
Analysis last updated: Wednesday, May 1, 2024 at 09:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 14.86 | |
| 0.0201 | 14.12 | |
| 0.9419 | 650.90 | |
| 0.0621 | 17.89 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024