V-Lab
V-Lab
Valhi Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:38.39% (-1.23%)

Analysis last updated: Thursday, April 25, 2024 at 09:50 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