V-Lab
Merrill Lynch GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2009:129.32% (-3.29%)
Analysis last updated: Monday, March 1, 2021 at 06:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 8.29 | |
| 0.0223 | 12.43 | |
| 0.9474 | 608.45 | |
| 0.0606 | 12.54 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Jan 2, 1990 to Dec 31, 2008
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