V-Lab
Schneider Electric SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:28.61% (+5.49%)
Analysis last updated: Saturday, April 20, 2024 at 11:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 18.99 | |
| 0.0332 | 17.56 | |
| 0.9151 | 529.24 | |
| 0.0828 | 16.00 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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