V-Lab
V-Lab
Amphenol Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:20.35% (+0.30%)

Analysis last updated: Thursday, April 25, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amphenol Corp GJR-GARCH
paramt-stat
ω0.02038.70
α0.019311.59
β0.9539603.37
γ0.053214.70
Estimation Period:
Nov 8, 1991 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts