V-Lab
V-Lab
CA Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, November 5th, 2018:10.93% (-0.17%)

Analysis last updated: Monday, March 1, 2021 at 06:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CA Inc EGARCH
paramt-stat
ω0.01523.81
α0.066420.34
β0.9953850.71
γ-0.0292-8.39
Estimation Period:
Jan 2, 1990 to Nov 2, 2018
Impact of return on volatility tomorrow
Volatility Forecasts