V-Lab
V-Lab
3M Co AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:34.55% (-1.10%)

Analysis last updated: Friday, April 19, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of 3M Co AGARCH
paramt-stat
ω0.03149.82
α0.046228.23
β0.9325466.72
γ0.611512.55
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts