V-Lab
Masco Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:27.66% (-0.38%)
Analysis last updated: Thursday, May 2, 2024 at 09:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 9.70 | |
| 0.0099 | 8.57 | |
| 0.9630 | 797.21 | |
| 0.0432 | 16.81 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024