V-Lab
Safran SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:19.50% (+0.30%)
Analysis last updated: Saturday, April 20, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 15.78 | |
| 0.0379 | 19.50 | |
| 0.9306 | 532.98 | |
| 0.0537 | 12.00 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024