V-Lab: Resonac Holdings Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Resonac Holdings Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:68.73% (-3.65%)

Analysis last updated: Sunday, April 28, 2024 at 01:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1598	20.45
$α$	0.0483	19.82
$β$	0.8894	354.90
$γ$	0.0847	13.37

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts