V-Lab
Prevas AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:34.83% (-1.05%)
Analysis last updated: Saturday, April 20, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6903 | 18.10 | |
| 0.1211 | 21.82 | |
| 0.7992 | 122.99 | |
| 0.0291 | 2.74 |
Estimation Period:
Jun 1, 1998 to Apr 19, 2024
Jun 1, 1998 to Apr 19, 2024