V-Lab: Colgate-Palmolive Co MF2-GARCH Volatility Analysis

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V-Lab

Colgate-Palmolive Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:14.18% (+0.12%)

Analysis last updated: Friday, May 10, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0391	9.17
$β$	0.7679	74.04
$γ$	0.0945	16.52
$λ_{1}$	0.0068	1.46
$λ_{2}$	0.0147	1.61
$λ_{3}$	0.9814	82.98

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts