V-Lab: Kemper Corp GJR-GARCH Volatility Analysis

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V-Lab

Kemper Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:34.18% (+2.24%)

Analysis last updated: Thursday, April 25, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0548	10.53
$α$	0.0184	13.46
$β$	0.9294	312.49
$γ$	0.0832	14.15

Estimation Period:
Apr 24, 1990 to Apr 19, 2024

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