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LyondellBasell Industries NV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:21.19% (-0.26%)

Analysis last updated: Thursday, April 18, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of LyondellBasell Industries NV GJR-GARCH
paramt-stat
ω0.04607.45
α0.00201.75
β0.9465465.36
γ0.085014.20
Estimation Period:
Apr 28, 2010 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts