V-Lab
V-Lab
Honeywell International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:19.51% (-0.20%)

Analysis last updated: Friday, April 19, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Honeywell International Inc GJR-GARCH
paramt-stat
ω0.031015.56
α0.018311.76
β0.9270615.12
γ0.101422.65
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts