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V-Lab
United States Steel Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:45.04% (-0.35%)

Analysis last updated: Tuesday, April 16, 2024 at 01:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

All

graph of United States Steel Corp GJR-GARCH
paramt-stat
ω0.05447.64
α0.011115.89
β0.97121039.82
γ0.024812.39
Estimation Period:
Apr 12, 1991 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts