V-Lab
M2 Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 9th, 2016:30.72% (-0.24%)
Analysis last updated: Monday, March 1, 2021 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 7.75 | |
| 0.0418 | 11.84 | |
| 0.9348 | 246.20 | |
| 0.0405 | 4.22 |
Estimation Period:
Oct 29, 2004 to Feb 5, 2016
Oct 29, 2004 to Feb 5, 2016
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