V-Lab
Wells Fargo & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:17.74% (-0.44%)
Analysis last updated: Tuesday, April 23, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 11.77 | |
| 0.0277 | 14.54 | |
| 0.9331 | 561.10 | |
| 0.0753 | 15.34 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
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