V-Lab
V-Lab
Monster Beverage Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:25.27% (-0.36%)

Analysis last updated: Tuesday, April 23, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Monster Beverage Corp GJR-GARCH
paramt-stat
ω0.06125.83
α0.023010.91
β0.9479306.86
γ0.05828.37
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts