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Church & Dwight Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:16.47% (-0.22%)

Analysis last updated: Monday, April 15, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Church & Dwight Co Inc GJR-GARCH
paramt-stat
ω0.024716.88
α0.030718.07
β0.9443553.52
γ0.03599.21
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts