V-Lab
V-Lab
Automatic Data Processing Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:18.92% (-0.54%)

Analysis last updated: Monday, April 15, 2024 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Automatic Data Processing Inc AGARCH
paramt-stat
ω0.00892.65
α0.064138.61
β0.9187445.54
γ0.772121.51
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts