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V-Lab
Celanese Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:32.02% (-0.72%)

Analysis last updated: Friday, April 19, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Celanese Corp GJR-GARCH
paramt-stat
ω0.068411.36
α0.00000.00
β0.9405500.54
γ0.091920.99
Estimation Period:
Jan 21, 2005 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts