V-Lab
V-Lab
Clorox Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:18.18% (-0.78%)

Analysis last updated: Thursday, April 25, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Clorox Co/The GJR-GARCH
paramt-stat
ω0.055222.07
α0.078019.57
β0.8773278.43
γ0.05526.28
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts