V-Lab
V-Lab
Automatic Data Processing Inc GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:19.77% (+1.57%)

Analysis last updated: Thursday, May 2, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Automatic Data Processing Inc GARCH
paramt-stat
ω0.039816.57
α0.064633.61
β0.9191392.27
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts