V-Lab
GS Engineering & Construction Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:34.97% (+0.71%)
Analysis last updated: Friday, May 3, 2024 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2044 | 20.14 | |
| 0.0559 | 18.87 | |
| 0.8924 | 383.84 | |
| 0.0642 | 8.75 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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