V-Lab
Hypera SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:43.15% (+0.69%)
Analysis last updated: Saturday, April 27, 2024 at 07:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0651 | 11.75 | |
| 0.0273 | 12.26 | |
| 0.9269 | 340.90 | |
| 0.0721 | 10.81 |
Estimation Period:
Apr 21, 2008 to Apr 26, 2024
Apr 21, 2008 to Apr 26, 2024