V-Lab
V-Lab
CNX Resources Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:28.58% (-0.18%)

Analysis last updated: Thursday, April 18, 2024 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CNX Resources Corp GJR-GARCH
paramt-stat
ω0.111214.44
α0.021910.90
β0.9454505.30
γ0.04398.81
Estimation Period:
May 3, 1999 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts