V-Lab
RONA Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 25th, 2016:18.50% (-0.02%)
Analysis last updated: Monday, March 1, 2021 at 06:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4673 | 22.33 | |
| 0.2033 | 14.37 | |
| 0.6541 | 68.08 | |
| 0.0157 | 0.64 |
Estimation Period:
Oct 28, 2002 to May 20, 2016
Oct 28, 2002 to May 20, 2016