V-Lab
V-Lab
Bunge Global SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:24.13% (+0.58%)

Analysis last updated: Friday, April 19, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bunge Global SA GJR-GARCH
paramt-stat
ω0.133113.20
α0.02388.16
β0.9054264.52
γ0.079910.39
Estimation Period:
Aug 2, 2001 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts