V-Lab
V-Lab
Automobile & PCB EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:49.68% (-2.84%)

Analysis last updated: Thursday, April 18, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Automobile & PCB EGARCH
paramt-stat
ω0.204226.84
α0.251437.25
β0.9362370.18
γ0.02173.82
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts