V-Lab
SAMIR GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, July 20th, 2018:19.90% (0.00%)
Analysis last updated: Saturday, July 23, 2022 at 04:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5110 | 8.12 | |
| 0.1945 | 11.74 | |
| 0.6748 | 41.27 | |
| 0.0324 | 0.97 |
Estimation Period:
Mar 22, 1996 to Aug 5, 2015
Mar 22, 1996 to Aug 5, 2015