V-Lab
V-Lab
Valhi Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:38.74% (+1.10%)

Analysis last updated: Friday, April 19, 2024 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Valhi Inc GJR-GARCH
paramt-stat
ω0.171320.21
α0.128222.48
β0.8730263.83
γ-0.0023-0.26
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts