V-Lab
V-Lab
3M Co EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:29.12% (-0.56%)

Analysis last updated: Friday, April 19, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of 3M Co EGARCH
paramt-stat
ω0.01406.43
α0.072318.15
β0.98861053.95
γ-0.0287-9.39
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts