V-Lab
V-Lab
General Motors Co EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:24.07% (-0.63%)

Analysis last updated: Friday, April 26, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of General Motors Co EGARCH
paramt-stat
ω0.02619.27
α0.106117.19
β0.9851783.04
γ-0.0405-9.67
Estimation Period:
Nov 18, 2010 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts