V-Lab
V-Lab
Bunge Global SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:27.95% (-0.76%)

Analysis last updated: Thursday, May 2, 2024 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bunge Global SA GJR-GARCH
paramt-stat
ω0.133213.23
α0.02388.16
β0.9056264.94
γ0.079610.37
Estimation Period:
Aug 2, 2001 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts