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V-Lab
Parker-Hannifin Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:23.82% (-0.55%)

Analysis last updated: Friday, May 3, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Parker-Hannifin Corp EGARCH
paramt-stat
ω0.02935.96
α0.07659.66
β0.9814541.34
γ-0.0734-22.57
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts