V-Lab
Gemalto NV GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 29th, 2019:3.77% (-0.06%)
Analysis last updated: Monday, March 1, 2021 at 05:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 2.14 | |
| 0.0411 | 11.68 | |
| 0.9557 | 798.43 | |
| 0.0065 | 1.22 |
Estimation Period:
May 17, 2004 to May 24, 2019
May 17, 2004 to May 24, 2019