V-Lab
Xylem Inc/NY GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:18.67% (-0.24%)
Analysis last updated: Thursday, April 25, 2024 at 09:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1242 | 12.69 | |
| 0.0211 | 7.89 | |
| 0.8875 | 159.23 | |
| 0.0920 | 9.57 |
Estimation Period:
Oct 13, 2011 to Apr 19, 2024
Oct 13, 2011 to Apr 19, 2024