V-Lab
Major Drilling Group International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:35.23% (+0.66%)
Analysis last updated: Thursday, May 9, 2024 at 12:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1253 | 13.21 | |
| 0.0302 | 14.82 | |
| 0.9405 | 496.85 | |
| 0.0365 | 7.84 |
Estimation Period:
Mar 10, 1995 to May 3, 2024
Mar 10, 1995 to May 3, 2024
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