V-Lab
Wajax Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2024:24.93% (-0.46%)
Analysis last updated: Saturday, April 13, 2024 at 07:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1891 | 21.72 | |
| 0.1008 | 22.21 | |
| 0.8684 | 302.15 | |
| 0.0176 | 2.30 |
Estimation Period:
May 9, 1996 to Apr 12, 2024
May 9, 1996 to Apr 12, 2024