V-Lab
V-Lab
PPG Industries Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:28.97% (+4.65%)

Analysis last updated: Friday, April 19, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PPG Industries Inc GJR-GARCH
paramt-stat
ω0.066415.74
α0.026912.71
β0.9081404.86
γ0.086214.05
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts