V-Lab
V-Lab
Deere & Co MEM Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.13% (-0.11%)

Analysis last updated: Wednesday, May 1, 2024 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Deere & Co MEM
paramt-stat
ω0.05599.20
α0.114942.50
β0.8726413.74
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts