Red Hat LLC GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 6th, 2019):
1 Day
15.66%
1 Week
16.10%
1 Month
17.73%
Analysis last updated: Monday, March 1, 2021 at 07:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 10.76 | |
| 0.0000 | 0.00 | |
| 0.9705 | 833.79 | |
| 0.0589 | 17.06 |
Estimation Period:
Aug 12, 1999 to Aug 2, 2019
Aug 12, 1999 to Aug 2, 2019
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