V-Lab: Abacus Group GJR-GARCH Volatility Analysis

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Abacus Group GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:20.01% (+0.09%)

Analysis last updated: Friday, December 12, 2025 at 07:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0275	14.39
$α$	0.0671	11.07
$β$	0.9251	381.82
$γ$	-0.0012	-0.10

Estimation Period:
Nov 14, 2002 to Dec 5, 2025

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