V-Lab
V-Lab
Freeport-McMoRan Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:31.77% (+0.60%)

Analysis last updated: Tuesday, April 23, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Freeport-McMoRan Inc GJR-GARCH
paramt-stat
ω0.091616.45
α0.023816.94
β0.9437644.14
γ0.046511.90
Estimation Period:
Jul 10, 1995 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts