V-Lab: Planet Payment Inc GJR-GARCH Volatility Analysis

V-Lab

Planet Payment Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 20th, 2017:37.84% (-0.18%)

Analysis last updated: Monday, March 1, 2021 at 07:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3733	7.32
$α$	0.0311	4.04
$β$	0.9258	110.90
$γ$	0.0483	3.51

Estimation Period:
Nov 20, 2008 to Dec 15, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts