V-Lab
Carrefour SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:22.48% (+0.74%)
Analysis last updated: Friday, May 3, 2024 at 08:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0491 | 18.02 | |
| 0.0185 | 9.23 | |
| 0.9387 | 520.91 | |
| 0.0555 | 13.36 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024