V-Lab
V-Lab
AMETEK Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:16.73% (+0.35%)

Analysis last updated: Wednesday, April 24, 2024 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AMETEK Inc GJR-GARCH
paramt-stat
ω0.059015.53
α0.044914.16
β0.9168313.66
γ0.04648.27
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts