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V-Lab
CF Industries Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:34.10% (-0.64%)

Analysis last updated: Tuesday, April 23, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CF Industries Holdings Inc GJR-GARCH
paramt-stat
ω0.093311.41
α0.01879.29
β0.9420525.40
γ0.053711.88
Estimation Period:
Aug 11, 2005 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts