V-Lab
V-Lab
CF Industries Holdings Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:33.48% (-0.65%)

Analysis last updated: Monday, May 6, 2024 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CF Industries Holdings Inc GARCH
paramt-stat
ω0.076112.78
α0.047125.61
β0.9423471.40
Estimation Period:
Aug 11, 2005 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts