V-Lab
V-Lab
3M Co GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:32.90% (-0.52%)

Analysis last updated: Friday, April 26, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of 3M Co GARCH
paramt-stat
ω0.017113.01
α0.028222.78
β0.9642586.84
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts