V-Lab
V-Lab
Xerox Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:42.94% (-0.41%)

Analysis last updated: Tuesday, April 16, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Xerox Corp GJR-GARCH
paramt-stat
ω0.02317.47
α0.00687.44
β0.97301030.68
γ0.032116.78
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts