V-Lab: LF Corp GARCH Volatility Analysis

V-Lab

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V-Lab

LF Corp GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.74% (-0.11%)

Analysis last updated: Sunday, April 21, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0681	15.37
$α$	0.0524	22.74
$β$	0.9336	366.42

Estimation Period:
Dec 1, 2006 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts