V-Lab: Crown Holdings Inc MF2-GARCH Volatility Analysis

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V-Lab

Crown Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:24.98% (0.00%)

Analysis last updated: Thursday, May 16, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0199	8.42
$β$	0.8886	139.04
$γ$	0.0899	15.43
$λ_{1}$	0.0140	4.27
$λ_{2}$	0.0258	3.70
$λ_{3}$	0.9711	123.68

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts