V-Lab
Cie Generale des Etablissements Michelin GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:18.13% (-0.08%)
Analysis last updated: Saturday, April 20, 2024 at 11:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0554 | 16.92 | |
| 0.0354 | 18.69 | |
| 0.9261 | 407.96 | |
| 0.0535 | 10.07 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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