V-Lab
Savanna Energy Services Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 26th, 2017:32.63% (-0.01%)
Analysis last updated: Monday, March 1, 2021 at 09:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1280 | 14.08 | |
| 0.0702 | 13.01 | |
| 0.8923 | 403.57 | |
| 0.0517 | 4.75 |
Estimation Period:
Jun 5, 2000 to Jun 23, 2017
Jun 5, 2000 to Jun 23, 2017
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