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V-Lab
CF Industries Holdings Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:35.41% (-0.64%)

Analysis last updated: Friday, May 10, 2024 at 10:03 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of CF Industries Holdings Inc MF2-GARCH
paramt-stat
m91
α0.00000.01
β0.9346287.76
γ0.063522.12
λ11.45872.11
λ20.79273.29
λ30.00000.00
Estimation Period:
Aug 11, 2005 to May 10, 2024
Impact of return on volatility tomorrow
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