V-Lab
JPMorgan Chase & Co AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:23.60% (-0.74%)
Analysis last updated: Thursday, May 2, 2024 at 09:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0040 | -1.48 | |
| 0.0763 | 42.75 | |
| 0.9142 | 501.76 | |
| 0.8585 | 34.27 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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