V-Lab
V-Lab
Kib Plug Energy GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:38.21% (+3.53%)

Analysis last updated: Friday, May 3, 2024 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kib Plug Energy GJR-GARCH
paramt-stat
ω0.434320.65
α0.132221.07
β0.8337177.57
γ0.02982.88
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts