V-Lab
V-Lab
3M Co GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:36.06% (-0.57%)

Analysis last updated: Thursday, April 18, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of 3M Co GARCH
paramt-stat
ω0.017012.95
α0.028422.83
β0.9641587.16
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts