V-Lab
Wajax Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:55.58% (-3.51%)
Analysis last updated: Friday, May 17, 2024 at 02:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2167 | 20.28 | |
| 0.1006 | 20.93 | |
| 0.8676 | 291.34 | |
| 0.0101 | 1.15 |
Estimation Period:
May 9, 1996 to May 10, 2024
May 9, 1996 to May 10, 2024