V-Lab: Clorox Co/The GAS-GARCH Student T Volatility Analysis

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V-Lab

Clorox Co/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:20.20% (-1.11%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2766	4.28
$α$	0.0658	36.17
$β$	0.9896	422.38
$ν$	5	10.72

Estimation Period:
Jan 2, 1990 to Apr 19, 2024