V-Lab
V-Lab
Sealed Air Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:32.32% (-0.43%)

Analysis last updated: Thursday, April 25, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sealed Air Corp GJR-GARCH
paramt-stat
ω0.067314.11
α0.024910.28
β0.9347343.14
γ0.050311.78
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts