V-Lab
V-Lab
NIKE Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:27.02% (-0.83%)

Analysis last updated: Thursday, May 16, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NIKE Inc EGARCH
paramt-stat
ω0.02559.81
α0.092124.33
β0.98651103.49
γ-0.0514-19.06
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts