V-Lab
V-Lab
Emerson Electric Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:16.59% (+0.07%)

Analysis last updated: Friday, April 19, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Emerson Electric Co GJR-GARCH
paramt-stat
ω0.02518.77
α0.00080.88
β0.9542756.06
γ0.075220.83
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts