V-Lab
Reject Shop Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:32.16% (-0.47%)
Analysis last updated: Thursday, April 18, 2024 at 07:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8635 | 21.32 | |
| 0.2294 | 12.08 | |
| 0.4579 | 28.32 | |
| 0.1565 | 3.24 |
Estimation Period:
Jun 1, 2004 to Apr 12, 2024
Jun 1, 2004 to Apr 12, 2024
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