V-Lab
V-Lab
Baxter International Inc GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:24.30% (-0.38%)

Analysis last updated: Thursday, April 18, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Baxter International Inc GARCH
paramt-stat
ω0.02829.71
α0.034718.11
β0.9560395.70
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts