V-Lab
V-Lab
International Public Partnerships Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:14.62% (-0.11%)

Analysis last updated: Tuesday, November 12, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of International Public Partnerships Ltd GJR-GARCH
paramt-stat
ω0.008312.82
α0.01726.48
β0.9354300.97
γ0.087314.58
Estimation Period:
Nov 7, 2006 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts