V-Lab
V-Lab
Amphenol Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:20.22% (-0.16%)

Analysis last updated: Friday, April 26, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amphenol Corp GJR-GARCH
paramt-stat
ω0.02068.76
α0.019411.61
β0.9538601.36
γ0.053414.71
Estimation Period:
Nov 8, 1991 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts