V-Lab
Sherritt International Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:55.18% (+0.75%)
Analysis last updated: Friday, April 26, 2024 at 02:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 7.89 | |
| 0.0359 | 16.00 | |
| 0.9470 | 427.33 | |
| 0.0291 | 5.63 |
Estimation Period:
Jun 19, 1996 to Apr 19, 2024
Jun 19, 1996 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other Sherritt International Corp Analyses