V-Lab
DuPont de Nemours Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:27.46% (-0.82%)
Analysis last updated: Friday, April 19, 2024 at 09:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2617 | 5.51 | |
| 0.0105 | 2.17 | |
| 0.8598 | 67.81 | |
| 0.1375 | 8.26 |
Estimation Period:
Sep 4, 2017 to Apr 19, 2024
Sep 4, 2017 to Apr 19, 2024
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