V-Lab: Standex International Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Standex International Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:27.34% (-0.85%)

Analysis last updated: Thursday, April 25, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0700	11.61
$α$	0.0326	17.33
$β$	0.9179	484.15
$γ$	0.0749	12.26

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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