V-Lab
V-Lab
FMC Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:48.42% (-1.02%)

Analysis last updated: Monday, April 22, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FMC Corp GJR-GARCH
paramt-stat
ω0.027511.62
α0.021911.71
β0.9551527.41
γ0.03459.26
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts