LinkedIn Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, December 8th, 2016):
1 Day
28.93%
1 Week
43.52%
1 Month
78.25%
Analysis last updated: Monday, March 1, 2021 at 09:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0976 | 17.93 | |
| 0.2937 | 9.82 | |
| 0.3657 | 15.85 | |
| 0.6812 | 5.60 |
Estimation Period:
May 20, 2011 to Dec 2, 2016
May 20, 2011 to Dec 2, 2016
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