V-Lab
GGP Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, August 28th, 2018:12.90% (-0.30%)
Analysis last updated: Monday, August 27, 2018 at 10:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 11.96 | |
| 0.0924 | 31.26 | |
| 0.8942 | 296.38 | |
| 0.4224 | 13.57 |
Estimation Period:
Apr 9, 1993 to Aug 24, 2018
Apr 9, 1993 to Aug 24, 2018