V-Lab
ARM Holdings PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, September 5th, 2016:20.10% (-0.65%)
Analysis last updated: Monday, March 1, 2021 at 07:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 11.45 | |
| 0.1205 | 23.12 | |
| 0.9893 | 962.31 | |
| -0.0090 | -1.93 |
Estimation Period:
Apr 23, 1998 to Sep 2, 2016
Apr 23, 1998 to Sep 2, 2016
News Impact Curve
Volatility Forecasts
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