V-Lab
V-Lab
CSX Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:25.68% (-1.10%)

Analysis last updated: Thursday, May 2, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CSX Corp AGARCH
paramt-stat
ω0.02444.00
α0.068023.75
β0.9065247.54
γ1.068427.65
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts