V-Lab: Avigilon Corp EGARCH Volatility Analysis

V-Lab

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V-Lab

Avigilon Corp EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 3rd, 2018:33.68% (-0.03%)

Analysis last updated: Monday, March 1, 2021 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4539	16.66
$α$	0.4636	21.64
$β$	0.2790	7.15
$γ$	-0.1824	-7.21

Estimation Period:
Nov 8, 2011 to Mar 29, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts