V-Lab
V-Lab
Sherwin-Williams Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:25.15% (-0.49%)

Analysis last updated: Thursday, April 25, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sherwin-Williams Co/The GJR-GARCH
paramt-stat
ω0.039812.58
α0.01948.27
β0.9463399.45
γ0.047110.47
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts