V-Lab
V-Lab
WW Grainger Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:19.95% (-0.47%)

Analysis last updated: Friday, May 17, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of WW Grainger Inc EGARCH
paramt-stat
ω0.031411.70
α0.119731.74
β0.9772710.73
γ-0.0476-14.62
Estimation Period:
Jan 2, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts