V-Lab
Ingersoll Rand Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:42.41% (+19.15%)
Analysis last updated: Friday, May 3, 2024 at 10:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1512 | 7.46 | |
| 0.0047 | 1.45 | |
| 0.9130 | 172.20 | |
| 0.1030 | 8.14 |
Estimation Period:
May 12, 2017 to May 3, 2024
May 12, 2017 to May 3, 2024
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