V-Lab: AUK Corp GJR-GARCH Volatility Analysis

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V-Lab

AUK Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:35.31% (-0.55%)

Analysis last updated: Saturday, April 27, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3352	16.80
$α$	0.0648	15.35
$β$	0.9028	270.13
$γ$	0.0013	0.21

Estimation Period:
Oct 16, 1996 to Apr 26, 2024

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