V-Lab
V-Lab

Camus Engineering & Construction Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:28.25% (-0.73%)

Analysis last updated: Thursday, March 28, 2024 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Camus Engineering & Construction Inc S0GARCH
paramt-stat
ω0.84584.74
α0.13999.76
β0.825754.65
γ1-0.0011-0.01
γ20.07130.62
γ3-0.1945-2.40
γ40.14501.68
γ5-0.0018-0.02
γ60.05010.54
γ7-0.2230-2.38
γ80.34123.90
γ9-0.3092-3.33
γ100.15272.43
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts