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V-Lab
CF Industries Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:32.83% (-1.00%)

Analysis last updated: Tuesday, May 7, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CF Industries Holdings Inc EGARCH
paramt-stat
ω0.035011.06
α0.116425.77
β0.9846863.66
γ-0.0443-11.91
Estimation Period:
Aug 11, 2005 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts