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V-Lab
Varian Medical Systems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 15th, 2021:17.03% (0.00%)

Analysis last updated: Wednesday, April 14, 2021 at 10:07 PM UTC

Date Range:

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to

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1Y ·

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graph of Varian Medical Systems Inc GJR-GARCH
paramt-stat
ω0.187423.04
α0.085019.44
β0.8364203.81
γ0.07587.62
Estimation Period:
Jan 2, 1990 to Apr 9, 2021
Impact of return on volatility tomorrow
Volatility Forecasts