V-Lab
V-Lab
Stanley Black & Decker Inc GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:30.16% (-1.61%)

Analysis last updated: Friday, May 17, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stanley Black & Decker Inc GARCH
paramt-stat
ω0.152220.80
α0.104336.78
β0.8593232.13
Estimation Period:
Jan 2, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts