V-Lab
GPT Group/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:25.77% (+1.13%)
Analysis last updated: Saturday, April 27, 2024 at 07:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 16.81 | |
| 0.0242 | 15.00 | |
| 0.9407 | 523.77 | |
| 0.0507 | 12.02 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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