V-Lab
V-Lab
Eastman Chemical Co EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:21.91% (-0.26%)

Analysis last updated: Friday, May 3, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eastman Chemical Co EGARCH
paramt-stat
ω0.01544.61
α0.068818.35
β0.9908827.77
γ-0.0505-17.45
Estimation Period:
Dec 14, 1993 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts