V-Lab
Cargojet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2019:76.44% (-0.31%)
Analysis last updated: Monday, March 1, 2021 at 05:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4536 | 4.96 | |
| 0.0362 | 2.05 | |
| 0.8442 | 28.30 | |
| -0.0362 | -1.59 |
Estimation Period:
Apr 8, 2011 to Apr 18, 2019
Apr 8, 2011 to Apr 18, 2019
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