V-Lab
V-Lab
Automobile & PCB GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:43.12% (-0.68%)

Analysis last updated: Wednesday, May 1, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Automobile & PCB GARCH
paramt-stat
ω0.858424.30
α0.117834.55
β0.8447182.08
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts