V-Lab
V-Lab
Cameron International Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 4th, 2016:26.31% (+0.77%)

Analysis last updated: Monday, March 1, 2021 at 06:57 PM UTC

Date Range:

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to

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graph of Cameron International Corp GJR-GARCH
paramt-stat
ω0.111213.91
α0.043513.75
β0.9063304.93
γ0.075411.48
Estimation Period:
Jul 6, 1995 to Apr 1, 2016
Impact of return on volatility tomorrow
Volatility Forecasts