V-Lab
V-Lab
Collins Aerospace GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 27th, 2018:38.75% (-1.38%)

Analysis last updated: Monday, March 1, 2021 at 09:46 PM UTC

Date Range:

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to

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graph of Collins Aerospace GARCH
paramt-stat
ω0.019414.32
α0.066628.46
β0.9272371.90
Estimation Period:
Jun 18, 2001 to Nov 21, 2018
Impact of return on volatility tomorrow
Volatility Forecasts