V-Lab
V-Lab
Roper Technologies Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:21.10% (+4.18%)

Analysis last updated: Friday, April 26, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Roper Technologies Inc GJR-GARCH
paramt-stat
ω0.035212.27
α0.031914.20
β0.9287548.22
γ0.071812.62
Estimation Period:
Feb 13, 1992 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts