V-Lab
Linear Technology Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 13th, 2017:11.23% (+0.11%)
Analysis last updated: Monday, March 1, 2021 at 05:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 7.94 | |
| 0.0017 | 1.72 | |
| 0.9612 | 766.49 | |
| 0.0743 | 21.41 |
Estimation Period:
Jan 1, 1990 to Mar 10, 2017
Jan 1, 1990 to Mar 10, 2017
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