V-Lab
V-Lab
Automatic Data Processing Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:18.61% (-0.31%)

Analysis last updated: Thursday, May 9, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Automatic Data Processing Inc GJR-GARCH
paramt-stat
ω0.038115.13
α0.027914.50
β0.9249450.07
γ0.066312.91
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts