V-Lab
V-Lab
LinkedIn Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 8th, 2016:28.93% (-0.10%)

Analysis last updated: Monday, March 1, 2021 at 09:02 PM UTC

Date Range:

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graph of LinkedIn Corp GJR-GARCH
paramt-stat
ω2.097617.93
α0.29379.82
β0.365715.85
γ0.68125.60
Estimation Period:
May 20, 2011 to Dec 2, 2016
Impact of return on volatility tomorrow
Volatility Forecasts