V-Lab: P10 Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

P10 Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:37.36% (-0.50%)

Analysis last updated: Monday, April 15, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8959	2.68
$α$	0.0000	0.00
$β$	0.8006	11.44
$γ$	0.0362	1.72

Estimation Period:
Oct 21, 2021 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts