V-Lab
V-Lab
Rockwell Automation Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:27.07% (-0.60%)

Analysis last updated: Thursday, April 25, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rockwell Automation Inc GJR-GARCH
paramt-stat
ω0.101314.59
α0.01499.25
β0.9220439.48
γ0.079514.97
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts