V-Lab
Temple Bar Investment Trust PLC/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:14.05% (+1.15%)
Analysis last updated: Sunday, November 10, 2024 at 04:17 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 20.93 | |
| 0.0444 | 18.19 | |
| 0.8935 | 388.67 | |
| 0.0878 | 15.42 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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