V-Lab
V-Lab
RPM International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:20.44% (-0.27%)

Analysis last updated: Friday, May 17, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RPM International Inc GJR-GARCH
paramt-stat
ω0.03258.51
α0.01539.94
β0.9537372.84
γ0.041410.21
Estimation Period:
Jan 2, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts