V-Lab
V-Lab
Mosaic Co/The AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:38.18% (-1.04%)

Analysis last updated: Friday, May 3, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mosaic Co/The AGARCH
paramt-stat
ω0.02695.84
α0.050746.16
β0.9417848.34
γ0.801512.71
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts