V-Lab
Credit Suisse Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 12th, 2023:36.18% (-1.28%)
Analysis last updated: Friday, June 9, 2023 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0709 | 18.50 | |
| 0.0384 | 17.52 | |
| 0.9132 | 501.19 | |
| 0.0737 | 13.18 |
Estimation Period:
Aug 27, 1993 to Jun 9, 2023
Aug 27, 1993 to Jun 9, 2023
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