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 19th, 2024:34.90% (-1.18%)

Analysis last updated: Thursday, April 18, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0332	17.36
$α$	0.0230	15.32
$β$	0.9273	566.47
$γ$	0.0926	22.91

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

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