V-Lab
V-Lab
Amphenol Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:22.26% (+0.46%)

Analysis last updated: Wednesday, April 17, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amphenol Corp EGARCH
paramt-stat
ω0.024710.26
α0.109317.65
β0.98931319.01
γ-0.0492-12.50
Estimation Period:
Nov 8, 1991 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts