V-Lab
V-Lab
PPG Industries Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:21.69% (-0.85%)

Analysis last updated: Friday, May 3, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PPG Industries Inc AGARCH
paramt-stat
ω0.03879.19
α0.071637.35
β0.8998398.14
γ0.788024.33
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts