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Waters Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:38.40% (-1.68%)

Analysis last updated: Thursday, April 25, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Waters Corp GJR-GARCH
paramt-stat
ω0.136916.92
α0.024810.25
β0.8865296.89
γ0.147713.87
Estimation Period:
Nov 20, 1995 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts