V-Lab
V-Lab
IDT Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:28.50% (-0.27%)

Analysis last updated: Thursday, April 25, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IDT Corp GJR-GARCH
paramt-stat
ω0.250812.49
α0.099114.55
β0.8867194.91
γ0.00540.61
Estimation Period:
May 11, 2001 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts