V-Lab
V-Lab
Church & Dwight Co Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.74% (+0.47%)

Analysis last updated: Wednesday, May 1, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Church & Dwight Co Inc GARCH
paramt-stat
ω0.018613.73
α0.038927.30
β0.9548596.72
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts