V-Lab
JPMorgan Chase & Co AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:30.93% (-1.40%)
Analysis last updated: Friday, April 19, 2024 at 09:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0039 | -1.45 | |
| 0.0765 | 42.69 | |
| 0.9140 | 500.29 | |
| 0.8576 | 34.27 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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