V-Lab
Bear Stearns GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 26th, 2011:45.97% (-3.52%)
Analysis last updated: Monday, March 1, 2021 at 08:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1621 | 13.21 | |
| 0.0697 | 11.83 | |
| 0.8460 | 189.86 | |
| 0.1394 | 4.50 |
Estimation Period:
Jan 2, 1990 to Aug 25, 2011
Jan 2, 1990 to Aug 25, 2011
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