V-Lab: Akamai Technologies Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Akamai Technologies Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:21.85% (+0.20%)

Analysis last updated: Tuesday, April 23, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9692	9.00
$α$	0.1609	5.21
$β$	0.5427	9.44
$γ_{1}$	-0.0856	-3.19
$γ_{2}$	0.1825	4.53
$γ_{3}$	-0.1731	-5.46
$γ_{4}$	0.1291	3.55
$γ_{5}$	-0.0810	-2.16
$γ_{6}$	0.0471	1.67

Estimation Period:
Oct 29, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts