V-Lab
V-Lab
Baxter International Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:25.34% (+0.24%)

Analysis last updated: Thursday, April 25, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Baxter International Inc AGARCH
paramt-stat
ω0.00862.24
α0.046634.07
β0.9383475.83
γ0.945516.36
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts