V-Lab
V-Lab
Halliburton Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:25.15% (-0.37%)

Analysis last updated: Thursday, April 25, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Halliburton Co GJR-GARCH
paramt-stat
ω0.070314.88
α0.015310.50
β0.9440614.56
γ0.061715.71
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts