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V-Lab
CF Industries Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:39.44% (+6.81%)

Analysis last updated: Thursday, May 2, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CF Industries Holdings Inc GJR-GARCH
paramt-stat
ω0.092411.39
α0.01899.39
β0.9422527.28
γ0.053111.79
Estimation Period:
Aug 11, 2005 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts