V-Lab
V-Lab
Sherwin-Williams Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:24.54% (-0.46%)

Analysis last updated: Thursday, May 2, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sherwin-Williams Co/The GJR-GARCH
paramt-stat
ω0.039612.58
α0.01948.29
β0.9464400.52
γ0.046810.44
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts