V-Lab: Altria Group Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Altria Group Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:16.99% (-0.37%)

Analysis last updated: Wednesday, May 1, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0306	15.99
$α$	0.0392	15.40
$β$	0.9323	383.84
$γ$	0.0380	8.55

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts