V-Lab
Caledonia Investments PLC/fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:19.57% (-0.63%)
Analysis last updated: Sunday, November 10, 2024 at 04:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 18.93 | |
| 0.0595 | 14.54 | |
| 0.8901 | 310.58 | |
| 0.0685 | 6.16 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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