V-Lab
V-Lab
Sherwin-Williams Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:22.29% (-0.29%)

Analysis last updated: Thursday, May 16, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sherwin-Williams Co/The GJR-GARCH
paramt-stat
ω0.039512.58
α0.01958.32
β0.9465401.06
γ0.046610.41
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts