V-Lab
V-Lab
Automatic Data Processing Inc GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:16.61% (-0.24%)

Analysis last updated: Friday, April 19, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Automatic Data Processing Inc GARCH
paramt-stat
ω0.039916.58
α0.064633.61
β0.9190391.90
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts