V-Lab
GSK PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:18.46% (-0.42%)
Analysis last updated: Wednesday, May 1, 2024 at 07:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 17.09 | |
| 0.0389 | 14.03 | |
| 0.9296 | 510.47 | |
| 0.0344 | 5.49 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024