V-Lab
V-Lab
Analog Devices Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:31.64% (+0.83%)

Analysis last updated: Friday, April 19, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Analog Devices Inc GJR-GARCH
paramt-stat
ω0.02787.88
α0.021611.28
β0.9538635.86
γ0.046413.56
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts