V-Lab
V-Lab
Lowe's Cos Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:25.60% (-0.58%)

Analysis last updated: Friday, April 19, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lowe's Cos Inc GJR-GARCH
paramt-stat
ω0.068516.00
α0.027017.71
β0.9273569.93
γ0.071216.70
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts