V-Lab: Silex Systems Ltd GJR-GARCH Volatility Analysis

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V-Lab

Silex Systems Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:59.00% (+2.51%)

Analysis last updated: Thursday, April 18, 2024 at 08:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9897	12.94
$α$	0.1108	13.36
$β$	0.8544	104.56
$γ$	-0.0072	-0.72

Estimation Period:
May 7, 1998 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts