Parker-Hannifin Corp EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
28.62%
decreased by 0.77%
1 Week
28.84%
decreased by 0.55%
1 Month
29.64%
increased by 0.25%
Analysis last updated: Tuesday, June 16, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 6.50 | |
| 0.0782 | 10.23 | |
| 0.9798 | 538.65 | |
| -0.0760 | -23.56 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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