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V-Lab
WR Grace & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 22nd, 2021:13.25% (-0.01%)

Analysis last updated: Tuesday, September 21, 2021 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

All

graph of WR Grace & Co GJR-GARCH
paramt-stat
ω0.05246.52
α0.056315.77
β0.9238387.50
γ0.03988.03
Estimation Period:
Jan 2, 1990 to Sep 17, 2021
Impact of return on volatility tomorrow
Volatility Forecasts