V-Lab
AEP Industries Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 23rd, 2017:57.82% (-3.63%)
Analysis last updated: Monday, March 1, 2021 at 06:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3885 | 16.51 | |
| 0.0516 | 15.59 | |
| 0.8592 | 172.19 | |
| 0.1140 | 11.58 |
Estimation Period:
Jan 2, 1990 to Jan 20, 2017
Jan 2, 1990 to Jan 20, 2017
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