V-Lab
TPG Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 30th, 2020:35.08% (-1.94%)
Analysis last updated: Monday, March 1, 2021 at 09:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3912 | 13.63 | |
| 0.1394 | 17.13 | |
| 0.8204 | 122.29 | |
| 0.0070 | 0.59 |
Estimation Period:
May 10, 2001 to Jun 26, 2020
May 10, 2001 to Jun 26, 2020