V-Lab
V-Lab
Analog Devices Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:31.09% (-0.87%)

Analysis last updated: Thursday, April 25, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Analog Devices Inc AGARCH
paramt-stat
ω0.00250.45
α0.053746.65
β0.9417846.86
γ0.911517.00
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts