V-Lab: Eaton Corp PLC MF2-GARCH Volatility Analysis

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V-Lab

Eaton Corp PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:24.82% (-0.84%)

Analysis last updated: Wednesday, May 8, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0315	12.54
$β$	0.8757	216.23
$γ$	0.1082	21.25
$λ_{1}$	2.7622	0.38
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.1776	0.08

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts