V-Lab
Programmed Skilled Workforce Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 2nd, 2015:49.15% (+17.18%)
Analysis last updated: Monday, March 1, 2021 at 08:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9984 | 26.83 | |
| 0.1775 | 20.15 | |
| 0.6604 | 84.00 | |
| 0.1162 | 4.60 |
Estimation Period:
Jul 27, 1994 to Sep 25, 2015
Jul 27, 1994 to Sep 25, 2015
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