V-Lab
V-Lab
Emerson Electric Co EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:15.73% (+1.59%)

Analysis last updated: Wednesday, April 17, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Emerson Electric Co EGARCH
paramt-stat
ω0.01395.11
α0.083328.58
β0.9892946.61
γ-0.0716-28.20
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts