V-Lab
Legrand SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.72% (-0.51%)
Analysis last updated: Friday, May 3, 2024 at 01:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 10.33 | |
| 0.0192 | 9.53 | |
| 0.9318 | 452.56 | |
| 0.0709 | 11.17 |
Estimation Period:
Apr 6, 2006 to Apr 30, 2024
Apr 6, 2006 to Apr 30, 2024