V-Lab
Carnival PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:36.36% (-0.82%)
Analysis last updated: Wednesday, May 8, 2024 at 10:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 11.83 | |
| 0.0213 | 10.50 | |
| 0.9459 | 496.28 | |
| 0.0504 | 10.15 |
Estimation Period:
Oct 20, 2000 to May 3, 2024
Oct 20, 2000 to May 3, 2024