V-Lab
V-Lab
Labat Africa Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:2.44% (-0.08%)

Analysis last updated: Saturday, May 4, 2024 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Labat Africa Ltd GJR-GARCH
paramt-stat
ω0.00000.00
α0.037510.17
β0.9379597.02
γ0.04915.06
Estimation Period:
May 6, 1992 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts