V-Lab
Credit Agricole Sud Rhone Alpes GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:12.18% (-0.61%)
Analysis last updated: Friday, April 19, 2024 at 11:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 22.60 | |
| 0.1451 | 19.19 | |
| 0.8321 | 196.39 | |
| 0.0457 | 3.80 |
Estimation Period:
Dec 15, 1998 to Apr 12, 2024
Dec 15, 1998 to Apr 12, 2024
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