V-Lab
V-Lab
Ukrsotsbank JSCB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 26th, 2016:252.53% (+172.83%)

Analysis last updated: Monday, March 1, 2021 at 08:19 PM UTC

Date Range:

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to

6M ·

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graph of Ukrsotsbank JSCB GJR-GARCH
paramt-stat
ω2.311012.52
α0.17458.85
β0.677841.89
γ0.10782.41
Estimation Period:
Apr 13, 2006 to Dec 23, 2016
Impact of return on volatility tomorrow
Volatility Forecasts