V-Lab
V-Lab
Deere & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:24.59% (-0.33%)

Analysis last updated: Friday, April 19, 2024 at 10:08 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