V-Lab
V-Lab
Allergan UnLtd Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 11th, 2020:29.97% (-0.57%)

Analysis last updated: Monday, March 1, 2021 at 07:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of Allergan UnLtd Co GJR-GARCH
paramt-stat
ω0.037410.52
α0.016711.07
β0.9530597.49
γ0.051615.37
Estimation Period:
Feb 17, 1993 to May 8, 2020
Impact of return on volatility tomorrow
Volatility Forecasts