V-Lab: JPMorgan Chase & Co GJR-GARCH Volatility Analysis

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V-Lab

JPMorgan Chase & Co GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:30.40% (-1.02%)

Analysis last updated: Thursday, April 25, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0329	17.33
$α$	0.0229	15.31
$β$	0.9278	571.64
$γ$	0.0919	22.95

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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