V-Lab
V-Lab
Amphenol Corp GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:21.80% (-0.38%)

Analysis last updated: Tuesday, May 7, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amphenol Corp GARCH
paramt-stat
ω0.015411.77
α0.039824.79
β0.9581621.34
Estimation Period:
Nov 8, 1991 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts