V-Lab
V-Lab
General Motors Co GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:25.91% (-0.48%)

Analysis last updated: Tuesday, May 7, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of General Motors Co GARCH
paramt-stat
ω0.058711.91
α0.048615.83
β0.9382262.59
Estimation Period:
Nov 18, 2010 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts