V-Lab: Graham Holdings Co GJR-GARCH Volatility Analysis

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V-Lab

Graham Holdings Co GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:24.76% (+0.01%)

Analysis last updated: Wednesday, April 17, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0132	15.73
$α$	0.0444	23.46
$β$	0.9461	553.28
$γ$	0.0109	2.84

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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Volatility Forecasts