V-Lab: WW Grainger Inc MF2-GARCH Volatility Analysis

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V-Lab

WW Grainger Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:19.58% (-0.44%)

Analysis last updated: Friday, May 17, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0429	14.05
$β$	0.8079	95.29
$γ$	0.0887	14.91
$λ_{1}$	0.0242	2.16
$λ_{2}$	0.0235	2.53
$λ_{3}$	0.9684	76.45

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts