V-Lab
GAGFAH SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 3rd, 2017:24.42% (+0.88%)
Analysis last updated: Monday, March 1, 2021 at 07:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1076 | 15.87 | |
| 0.0739 | 11.00 | |
| 0.8977 | 224.64 | |
| 0.0273 | 2.58 |
Estimation Period:
Oct 18, 2006 to Jun 30, 2017
Oct 18, 2006 to Jun 30, 2017