V-Lab
V-Lab
KLA Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:39.30% (-0.77%)

Analysis last updated: Tuesday, May 7, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KLA Corp GJR-GARCH
paramt-stat
ω0.04059.34
α0.022118.04
β0.9521727.33
γ0.046413.83
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts