V-Lab
V-Lab
CH Robinson Worldwide Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:25.81% (-0.02%)

Analysis last updated: Wednesday, May 1, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CH Robinson Worldwide Inc GJR-GARCH
paramt-stat
ω0.137515.68
α0.059916.61
β0.8937228.11
γ0.03024.74
Estimation Period:
Oct 16, 1997 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts