V-Lab
Bell MTS Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 21st, 2017:23.14% (+3.56%)
Analysis last updated: Monday, March 1, 2021 at 08:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1475 | 14.34 | |
| 0.1271 | 12.98 | |
| 0.7783 | 99.14 | |
| 0.0521 | 2.41 |
Estimation Period:
Jan 7, 1997 to Mar 17, 2017
Jan 7, 1997 to Mar 17, 2017
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