V-Lab
TFCF Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2014:23.08% (-0.58%)
Analysis last updated: Monday, March 1, 2021 at 06:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 11.43 | |
| 0.0374 | 15.49 | |
| 0.9410 | 533.42 | |
| 0.0396 | 7.76 |
Estimation Period:
Jan 1, 1990 to Mar 28, 2014
Jan 1, 1990 to Mar 28, 2014