V-Lab
Reinet Investments SCA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:54.87% (+10.45%)
Analysis last updated: Wednesday, April 17, 2024 at 08:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3419 | 18.88 | |
| 0.1099 | 15.13 | |
| 0.8611 | 193.43 | |
| -0.0197 | -1.46 |
Estimation Period:
Oct 21, 2008 to Apr 12, 2024
Oct 21, 2008 to Apr 12, 2024
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