V-Lab
Farmsco GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:30.34% (+2.25%)
Analysis last updated: Friday, May 3, 2024 at 10:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3514 | 19.77 | |
| 0.1156 | 17.90 | |
| 0.8679 | 202.22 | |
| -0.0391 | -4.22 |
Estimation Period:
Oct 25, 1999 to Apr 30, 2024
Oct 25, 1999 to Apr 30, 2024