V-Lab
Oberbank AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:1.90% (-0.04%)
Analysis last updated: Thursday, May 2, 2024 at 03:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 20.38 | |
| 0.1462 | 19.87 | |
| 0.8613 | 266.75 | |
| -0.0151 | -1.33 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2024
Jan 2, 1990 to Apr 30, 2024