V-Lab
Duroc AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:36.87% (-0.32%)
Analysis last updated: Saturday, April 20, 2024 at 10:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2380 | 10.70 | |
| 0.0227 | 10.86 | |
| 0.9385 | 319.53 | |
| 0.0363 | 4.35 |
Estimation Period:
Oct 24, 1996 to Apr 19, 2024
Oct 24, 1996 to Apr 19, 2024