V-Lab
V-Lab
Fastenal Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:29.31% (-0.45%)

Analysis last updated: Tuesday, April 30, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fastenal Co GJR-GARCH
paramt-stat
ω0.087418.29
α0.024013.75
β0.9301554.59
γ0.062112.87
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts