V-Lab
V-Lab
CA Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, November 5th, 2018:20.75% (-0.18%)

Analysis last updated: Saturday, November 3, 2018 at 02:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CA Inc AGARCH
paramt-stat
ω0.01503.95
α0.024616.32
β0.9722633.80
γ0.47224.08
Estimation Period:
Jan 2, 1990 to Nov 2, 2018
Impact of return on volatility tomorrow
Volatility Forecasts