V-Lab
WSP Global Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:20.09% (-0.75%)
Analysis last updated: Friday, April 19, 2024 at 02:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2696 | 17.02 | |
| 0.0972 | 14.91 | |
| 0.7566 | 87.26 | |
| 0.1088 | 7.35 |
Estimation Period:
May 25, 2006 to Apr 12, 2024
May 25, 2006 to Apr 12, 2024
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