V-Lab
Shire PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 8th, 2019:25.80% (-0.67%)
Analysis last updated: Monday, March 1, 2021 at 09:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1050 | 15.38 | |
| 0.0458 | 11.64 | |
| 0.9129 | 262.18 | |
| 0.0443 | 7.01 |
Estimation Period:
Feb 14, 1996 to Jan 4, 2019
Feb 14, 1996 to Jan 4, 2019