V-Lab
GGP Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 28th, 2018:13.59% (-0.12%)
Analysis last updated: Monday, March 1, 2021 at 08:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 15.96 | |
| 0.0413 | 16.79 | |
| 0.9145 | 322.13 | |
| 0.0708 | 11.80 |
Estimation Period:
Apr 9, 1993 to Aug 24, 2018
Apr 9, 1993 to Aug 24, 2018