V-Lab
Laird PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 2nd, 2018:18.14% (-0.07%)
Analysis last updated: Monday, March 1, 2021 at 05:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 6.07 | |
| 0.0000 | 0.00 | |
| 0.9736 | 925.44 | |
| 0.0529 | 20.46 |
Estimation Period:
Jan 2, 1990 to Jun 29, 2018
Jan 2, 1990 to Jun 29, 2018