V-Lab
Equifax Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:44.65% (-1.52%)
Analysis last updated: Thursday, April 25, 2024 at 09:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0717 | 12.68 | |
| 0.0302 | 13.91 | |
| 0.9265 | 401.27 | |
| 0.0531 | 10.19 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024