V-Lab
V-Lab
Valhi Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:39.23% (-2.76%)

Analysis last updated: Thursday, May 2, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Valhi Inc MF2-GARCH
paramt-stat
m21
α0.242822.88
β0.616755.34
γ-0.0769-4.79
λ10.07333.57
λ20.04695.90
λ30.9492106.67
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts