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V-Lab
Molson Coors Beverage Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:31.07% (-0.13%)

Analysis last updated: Friday, May 17, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Molson Coors Beverage Co GJR-GARCH
paramt-stat
ω0.037113.35
α0.033617.04
β0.9592626.54
γ-0.0033-1.17
Estimation Period:
Jan 2, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts