V-Lab
Prudential Financial Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:19.74% (-0.47%)
Analysis last updated: Tuesday, April 23, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0763 | 17.63 | |
| 0.0173 | 6.82 | |
| 0.9039 | 355.01 | |
| 0.1188 | 19.52 |
Estimation Period:
Dec 13, 2001 to Apr 19, 2024
Dec 13, 2001 to Apr 19, 2024
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