V-Lab
Solvay SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:32.95% (-1.21%)
Analysis last updated: Friday, May 3, 2024 at 04:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 16.16 | |
| 0.0522 | 13.53 | |
| 0.9192 | 388.02 | |
| 0.0231 | 2.35 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024