V-Lab
V-Lab
Deere & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:23.92% (-0.17%)

Analysis last updated: Wednesday, April 24, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deere & Co GJR-GARCH
paramt-stat
ω0.04689.52
α0.00948.25
β0.9548692.35
γ0.049813.80
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts