V-Lab: Xylem Inc/NY MF2-GARCH Volatility Analysis

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V-Lab

Xylem Inc/NY MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:19.41% (-0.31%)

Analysis last updated: Friday, May 17, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0219	7.53
$β$	0.8831	133.64
$γ$	0.0895	13.59
$λ_{1}$	0.0040	0.21
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9984	137.17

Estimation Period:
Oct 13, 2011 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts