V-Lab
Wajax Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:95.05% (-6.78%)
Analysis last updated: Saturday, May 4, 2024 at 05:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2201 | 20.37 | |
| 0.1016 | 20.95 | |
| 0.8658 | 287.84 | |
| 0.0114 | 1.27 |
Estimation Period:
May 9, 1996 to May 3, 2024
May 9, 1996 to May 3, 2024