V-Lab
V-Lab
Parker-Hannifin Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:25.60% (+2.49%)

Analysis last updated: Thursday, May 16, 2024 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Parker-Hannifin Corp GJR-GARCH
paramt-stat
ω0.081618.10
α0.00451.87
β0.9358288.21
γ0.079620.89
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts