V-Lab
V-Lab
Western Digital Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 15th, 2024:35.20% (+0.30%)

Analysis last updated: Tuesday, May 14, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Western Digital Corp GJR-GARCH
paramt-stat
ω0.02348.08
α0.013814.90
β0.97621224.85
γ0.01829.96
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts