V-Lab
Atco Ltd/Canada GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:15.66% (-0.41%)
Analysis last updated: Friday, May 3, 2024 at 12:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0651 | 25.84 | |
| 0.0725 | 19.26 | |
| 0.8690 | 283.16 | |
| 0.0533 | 7.81 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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