V-Lab: Avery Dennison Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Avery Dennison Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:24.16% (+3.35%)

Analysis last updated: Thursday, April 25, 2024 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2054	8.30
$α$	0.1332	7.48
$β$	0.7218	21.80
$γ_{1}$	0.0026	0.09
$γ_{2}$	0.0670	1.55
$γ_{3}$	-0.1395	-4.08
$γ_{4}$	0.0740	2.10
$γ_{5}$	0.0672	1.98
$γ_{6}$	-0.1864	-4.60
$γ_{7}$	0.2047	4.43
$γ_{8}$	-0.1177	-2.83
$γ_{9}$	0.0291	1.00

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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Volatility Forecasts