V-Lab
Oberbank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:1.67% (-0.01%)
Analysis last updated: Thursday, May 16, 2024 at 08:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 20.36 | |
| 0.1457 | 19.84 | |
| 0.8618 | 267.14 | |
| -0.0151 | -1.33 |
Estimation Period:
Jan 2, 1990 to May 10, 2024
Jan 2, 1990 to May 10, 2024