V-Lab
BIG Banc Split COR CL Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:26.90% (-2.01%)
Analysis last updated: Thursday, May 2, 2024 at 02:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2444 | 12.49 | |
| 0.1382 | 5.51 | |
| 0.4769 | 15.81 | |
| 0.1289 | 2.56 |
Estimation Period:
Jun 26, 2020 to Apr 19, 2024
Jun 26, 2020 to Apr 19, 2024
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