V-Lab
CCR SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:24.76% (-0.59%)
Analysis last updated: Thursday, May 16, 2024 at 07:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1208 | 13.91 | |
| 0.0592 | 14.66 | |
| 0.9060 | 245.00 | |
| 0.0326 | 4.11 |
Estimation Period:
Feb 4, 2002 to May 10, 2024
Feb 4, 2002 to May 10, 2024