V-Lab: General Dynamics Corp MF2-GARCH Volatility Analysis

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V-Lab

General Dynamics Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:19.35% (-0.34%)

Analysis last updated: Thursday, May 9, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0115	7.18
$β$	0.9171	232.30
$γ$	0.0795	26.17
$λ_{1}$	0.0038	1.34
$λ_{2}$	0.0073	2.42
$λ_{3}$	0.9911	227.38

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

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Volatility Forecasts

Volatility Forecasts