V-Lab
V-Lab
AMETEK Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:16.13% (-0.43%)

Analysis last updated: Thursday, April 25, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AMETEK Inc EGARCH
paramt-stat
ω0.036515.63
α0.146423.50
β0.9756665.01
γ-0.0478-9.69
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts