V-Lab
V-Lab
Automatic Data Processing Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:18.64% (+0.05%)

Analysis last updated: Wednesday, April 17, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Automatic Data Processing Inc EGARCH
paramt-stat
ω0.02179.82
α0.124735.96
β0.9816867.14
γ-0.0683-22.30
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts