V-Lab: Avery Dennison Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Avery Dennison Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:21.40% (-0.01%)

Analysis last updated: Thursday, May 2, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2038	8.27
$α$	0.1328	7.48
$β$	0.7229	21.92
$γ_{1}$	0.0023	0.08
$γ_{2}$	0.0674	1.56
$γ_{3}$	-0.1396	-4.08
$γ_{4}$	0.0741	2.10
$γ_{5}$	0.0671	1.97
$γ_{6}$	-0.1863	-4.59
$γ_{7}$	0.2047	4.43
$γ_{8}$	-0.1180	-2.84
$γ_{9}$	0.0296	1.02

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts