V-Lab: Ingersoll Rand Inc MF2-GARCH Volatility Analysis

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V-Lab

Ingersoll Rand Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:33.06% (+0.07%)

Analysis last updated: Thursday, May 16, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0000	0.00
$β$	0.9274	238.42
$γ$	0.0982	19.86
$λ_{1}$	3.8003	0.02
$λ_{2}$	0.2303	0.02
$λ_{3}$	0.0000	0.00

Estimation Period:
May 12, 2017 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts