V-Lab
Gibson Energy Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:20.00% (-0.59%)
Analysis last updated: Friday, May 3, 2024 at 01:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0782 | 11.80 | |
| 0.0327 | 10.62 | |
| 0.8965 | 188.30 | |
| 0.0935 | 7.88 |
Estimation Period:
Jun 8, 2011 to Apr 19, 2024
Jun 8, 2011 to Apr 19, 2024
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