V-Lab
Immigon Portfolioabbau AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 1st, 2015:265.54% (-1.53%)
Analysis last updated: Monday, March 1, 2021 at 05:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 2.02 | |
| 0.0071 | 1.66 | |
| 0.9886 | 216.28 | |
| 0.0086 | 1.48 |
Estimation Period:
Jan 3, 1990 to Nov 27, 2015
Jan 3, 1990 to Nov 27, 2015
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