V-Lab
Expedia Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:96.79% (-15.49%)
Analysis last updated: Tuesday, May 7, 2024 at 09:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3883 | 13.13 | |
| 0.0928 | 12.74 | |
| 0.6796 | 50.68 | |
| 0.1499 | 6.79 |
Estimation Period:
Jul 20, 2005 to May 3, 2024
Jul 20, 2005 to May 3, 2024
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