V-Lab
V-Lab
ATI Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:30.32% (-0.33%)

Analysis last updated: Thursday, April 25, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ATI Inc GJR-GARCH
paramt-stat
ω0.03859.48
α0.012410.92
β0.9632795.37
γ0.041415.92
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts