V-Lab
V-Lab
Bear Stearns AGARCH Volatility Analysis
Volatility Prediction for Friday, August 26th, 2011:43.43% (-3.35%)

Analysis last updated: Friday, October 23, 2015 at 12:00 AM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Bear Stearns AGARCH
paramt-stat
ω0.113111.68
α0.141620.30
β0.8420184.94
γ0.645517.17
Estimation Period:
Jan 2, 1990 to Aug 25, 2011
Impact of return on volatility tomorrow
Volatility Forecasts