V-Lab: Tredegar Corp GJR-GARCH Volatility Analysis

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V-Lab

Tredegar Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.04% (-1.80%)

Analysis last updated: Friday, April 19, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3498	17.73
$α$	0.0529	13.64
$β$	0.8558	201.52
$γ$	0.0907	10.49

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

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