V-Lab
Kardan NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 31st, 2020:264.98% (+20.33%)
Analysis last updated: Monday, March 1, 2021 at 08:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9867 | 15.94 | |
| 0.1009 | 9.91 | |
| 0.8173 | 107.12 | |
| 0.0737 | 3.49 |
Estimation Period:
Jul 11, 2003 to Aug 28, 2020
Jul 11, 2003 to Aug 28, 2020