V-Lab
V-Lab
CF Industries Holdings Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:40.28% (-1.51%)

Analysis last updated: Friday, May 3, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CF Industries Holdings Inc AGARCH
paramt-stat
ω0.10609.78
α0.072238.38
β0.9052497.66
γ1.021114.57
Estimation Period:
Aug 11, 2005 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts