V-Lab
Dexia SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 2nd, 2019:302.58% (-7.47%)
Analysis last updated: Monday, March 1, 2021 at 06:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0689 | 4.39 | |
| 0.0480 | 6.14 | |
| 0.9004 | 258.73 | |
| 0.1033 | 5.35 |
Estimation Period:
Nov 19, 1996 to Nov 29, 2019
Nov 19, 1996 to Nov 29, 2019