V-Lab
V-Lab
Transcontinental Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:25.38% (-0.28%)

Analysis last updated: Wednesday, April 24, 2024 at 12:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Transcontinental Inc GJR-GARCH
paramt-stat
ω0.250818.89
α0.063017.33
β0.8416170.86
γ0.08199.00
Estimation Period:
Jul 15, 1992 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts