V-Lab
BIG Banc Split COR CL Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:28.67% (+3.59%)
Analysis last updated: Friday, April 26, 2024 at 02:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2444 | 12.49 | |
| 0.1382 | 5.51 | |
| 0.4769 | 15.81 | |
| 0.1289 | 2.56 |
Estimation Period:
Jun 26, 2020 to Apr 19, 2024
Jun 26, 2020 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other BIG Banc Split COR CL Shares Analyses