V-Lab
GGP Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 28th, 2018:14.14% (-0.08%)
Analysis last updated: Monday, March 1, 2021 at 09:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 14.86 | |
| 0.0845 | 27.39 | |
| 0.9053 | 291.46 |
Estimation Period:
Apr 9, 1993 to Aug 24, 2018
Apr 9, 1993 to Aug 24, 2018