V-Lab: Carnival PLC GJR-GARCH Volatility Analysis

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V-Lab

Carnival PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:42.58% (-0.67%)

Analysis last updated: Friday, April 19, 2024 at 07:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0437	11.76
$α$	0.0213	10.47
$β$	0.9459	496.26
$γ$	0.0509	10.24

Estimation Period:
Oct 20, 2000 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts