V-Lab
V-Lab
Fluor Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:37.12% (+4.47%)

Analysis last updated: Friday, May 3, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fluor Corp EGARCH
paramt-stat
ω0.02466.87
α0.069114.20
β0.9907988.68
γ-0.0369-9.32
Estimation Period:
Dec 1, 2000 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts