V-Lab: PPG Industries Inc MF2-GARCH Volatility Analysis

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V-Lab

PPG Industries Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:21.82% (-0.68%)

Analysis last updated: Thursday, May 2, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0244	11.06
$β$	0.8793	229.83
$γ$	0.0950	26.30
$λ_{1}$	0.0232	4.51
$λ_{2}$	0.0252	4.52
$λ_{3}$	0.9660	130.79

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts