V-Lab
V-Lab
RPM International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:27.57% (-0.51%)

Analysis last updated: Tuesday, April 16, 2024 at 01:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RPM International Inc GJR-GARCH
paramt-stat
ω0.03308.51
α0.01499.67
β0.9535371.59
γ0.042610.43
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts