V-Lab
V-Lab
Rockwell Automation Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:27.41% (+0.42%)

Analysis last updated: Thursday, May 16, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rockwell Automation Inc GJR-GARCH
paramt-stat
ω0.102214.68
α0.01539.40
β0.9214437.29
γ0.079614.92
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts