V-Lab
V-Lab
NIKE Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:32.13% (-0.49%)

Analysis last updated: Thursday, April 18, 2024 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NIKE Inc GJR-GARCH
paramt-stat
ω0.037012.49
α0.00627.04
β0.9599714.20
γ0.054519.47
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts