V-Lab
Next PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:20.26% (-0.15%)
Analysis last updated: Thursday, May 9, 2024 at 08:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 9.51 | |
| 0.0031 | 3.68 | |
| 0.9675 | 937.50 | |
| 0.0474 | 17.85 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024