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WR Grace & Co AGARCH Volatility Analysis
Volatility Prediction for Wednesday, September 22nd, 2021:0.00% (-0.80%)

Analysis last updated: Wednesday, December 8, 2021 at 09:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of WR Grace & Co AGARCH
paramt-stat
ω-0.0123-80.72
α0.11603.39
β0.910033.32
γ0.34148.77
Estimation Period:
Jan 2, 1990 to Sep 21, 2021
Impact of return on volatility tomorrow
Volatility Forecasts