V-Lab
Ingersoll Rand Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:23.55% (-0.22%)
Analysis last updated: Friday, April 26, 2024 at 10:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1359 | 7.23 | |
| 0.0050 | 1.53 | |
| 0.9153 | 183.93 | |
| 0.1046 | 8.51 |
Estimation Period:
May 12, 2017 to Apr 26, 2024
May 12, 2017 to Apr 26, 2024
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