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

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V-Lab

Colgate-Palmolive Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:14.38% (+0.42%)

Analysis last updated: Friday, May 10, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0812	9.79
$α$	0.0868	6.70
$β$	0.7984	26.65
$γ_{1}$	-0.0161	-0.56
$γ_{2}$	0.0805	1.66
$γ_{3}$	-0.1491	-3.03
$γ_{4}$	0.1102	1.93
$γ_{5}$	-0.0101	-0.23
$γ_{6}$	-0.0398	-1.31
$γ_{7}$	0.0617	1.84
$γ_{8}$	-0.0512	-1.37
$γ_{9}$	-0.0175	-0.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts