V-Lab
V-Lab
Nucor Corp GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:31.81% (-0.21%)

Analysis last updated: Thursday, May 16, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nucor Corp GARCH
paramt-stat
ω0.048215.56
α0.042229.56
β0.9486578.76
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts