V-Lab: Colgate-Palmolive Co Asy. MEM Volatility Analysis

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V-Lab

Colgate-Palmolive Co Asy. MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:13.20% (+0.24%)

Analysis last updated: Thursday, April 18, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0596	30.82
$α$	0.1400	39.42
$β$	0.7929	254.79
$γ$	0.0781	11.37

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

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Volatility Forecasts