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

V-Lab

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V-Lab

Avery Dennison Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:16.86% (-0.85%)

Analysis last updated: Thursday, April 18, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1954	8.65
$α$	0.1367	7.31
$β$	0.6988	19.08
$γ_{1}$	-0.0023	-0.09
$γ_{2}$	0.0775	1.86
$γ_{3}$	-0.1502	-4.57
$γ_{4}$	0.0823	2.41
$γ_{5}$	0.0633	1.92
$γ_{6}$	-0.1835	-4.66
$γ_{7}$	0.1925	4.21
$γ_{8}$	-0.0758	-1.61
$γ_{9}$	-0.0965	-1.73

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts