V-Lab
V-Lab
Celanese Corp GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:24.87% (-0.44%)

Analysis last updated: Friday, April 26, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Celanese Corp GARCH
paramt-stat
ω0.102214.40
α0.076128.75
β0.9042277.36
Estimation Period:
Jan 21, 2005 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts