V-Lab: Sherwin-Williams Co/The MF2-GARCH Volatility Analysis

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V-Lab

Sherwin-Williams Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:21.90% (-0.96%)

Analysis last updated: Thursday, May 2, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0306	9.80
$β$	0.7562	99.25
$γ$	0.0979	16.87
$λ_{1}$	0.5249	0.65
$λ_{2}$	0.6387	0.81
$λ_{3}$	0.1951	0.19

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

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Volatility Forecasts

Volatility Forecasts