V-Lab: Automobile & PCB GJR-GARCH Volatility Analysis

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V-Lab

Automobile & PCB GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:45.62% (-1.33%)

Analysis last updated: Thursday, May 9, 2024 at 12:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8571	24.00
$α$	0.1262	24.88
$β$	0.8461	184.69
$γ$	-0.0212	-2.58

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts