V-Lab
GS Engineering & Construction Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:36.70% (-0.46%)
Analysis last updated: Friday, May 3, 2024 at 10:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5843 | 5.99 | |
| 0.0893 | 7.81 | |
| 0.8507 | 49.20 | |
| -0.0249 | -0.60 | |
| 0.0876 | 1.47 | |
| -0.1967 | -4.92 | |
| 0.2410 | 6.31 | |
| -0.1595 | -4.35 | |
| 0.0728 | 2.23 | |
| -0.0363 | -1.05 | |
| 0.0299 | 0.66 | |
| -0.0276 | -0.45 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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