V-Lab
V-Lab
Autodesk Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:52.10% (-0.99%)

Analysis last updated: Thursday, April 18, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Autodesk Inc GJR-GARCH
paramt-stat
ω0.320814.96
α0.02079.68
β0.8832259.52
γ0.119715.21
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts