V-Lab
V-Lab
RPM International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:24.61% (-0.13%)

Analysis last updated: Thursday, April 25, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RPM International Inc GJR-GARCH
paramt-stat
ω0.03268.50
α0.01499.71
β0.9538374.35
γ0.042110.38
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts