V-Lab
V-Lab
CSX Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:23.52% (-0.94%)

Analysis last updated: Monday, April 22, 2024 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CSX Corp AGARCH
paramt-stat
ω0.02464.01
α0.068123.74
β0.9063247.02
γ1.067227.59
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts