V-Lab
SMEDI GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:41.60% (-0.71%)
Analysis last updated: Tuesday, May 7, 2024 at 10:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5327 | 14.95 | |
| 0.2009 | 18.27 | |
| 0.7509 | 88.31 | |
| -0.0177 | -0.95 |
Estimation Period:
Jan 1, 2010 to May 3, 2024
Jan 1, 2010 to May 3, 2024