V-Lab: Colgate-Palmolive Co Spline-GARCH Volatility Analysis

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V-Lab

Colgate-Palmolive Co Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:15.47% (-0.85%)

Analysis last updated: Wednesday, May 1, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0804	9.78
$α$	0.0869	6.70
$β$	0.7977	26.50
$γ_{1}$	-0.0161	-0.56
$γ_{2}$	0.0806	1.66
$γ_{3}$	-0.1493	-3.04
$γ_{4}$	0.1099	1.94
$γ_{5}$	-0.0092	-0.21
$γ_{6}$	-0.0411	-1.36
$γ_{7}$	0.0628	1.87
$γ_{8}$	-0.0521	-1.39
$γ_{9}$	-0.0149	-0.29

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts