V-Lab
V-Lab
Clorox Co/The EGARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:24.94% (-0.29%)

Analysis last updated: Friday, May 10, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Clorox Co/The EGARCH
paramt-stat
ω0.029115.95
α0.186139.19
β0.9766803.79
γ-0.0371-7.20
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts