V-Lab
V-Lab
Emerson Electric Co GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.99% (+0.32%)

Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Emerson Electric Co GARCH
paramt-stat
ω0.031420.22
α0.052630.72
β0.9362516.66
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts