V-Lab
Dow Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:18.59% (-0.18%)
Analysis last updated: Tuesday, April 23, 2024 at 09:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 4.62 | |
| 0.0123 | 3.73 | |
| 0.9359 | 188.73 | |
| 0.0862 | 5.56 |
Estimation Period:
Mar 20, 2019 to Apr 19, 2024
Mar 20, 2019 to Apr 19, 2024