V-Lab
V-Lab
NIKE Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:30.52% (+0.69%)

Analysis last updated: Wednesday, May 1, 2024 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NIKE Inc GJR-GARCH
paramt-stat
ω0.037412.56
α0.00647.29
β0.9595706.57
γ0.054419.29
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts