V-Lab
V-Lab
Mattel Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:24.22% (-0.58%)

Analysis last updated: Friday, April 19, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mattel Inc GJR-GARCH
paramt-stat
ω0.204919.84
α0.097819.39
β0.8408183.11
γ0.06406.90
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts