V-Lab
V-Lab
Gilead Sciences Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:22.51% (-0.25%)

Analysis last updated: Tuesday, April 23, 2024 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gilead Sciences Inc GJR-GARCH
paramt-stat
ω0.017010.90
α0.029317.29
β0.97041177.64
γ-0.0043-1.61
Estimation Period:
Jan 22, 1992 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts