V-Lab
GKN PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 21st, 2018:25.22% (-0.26%)
Analysis last updated: Monday, March 1, 2021 at 08:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 6.26 | |
| 0.0041 | 3.19 | |
| 0.9696 | 729.57 | |
| 0.0453 | 13.02 |
Estimation Period:
Jan 1, 1990 to May 18, 2018
Jan 1, 1990 to May 18, 2018