V-Lab: Avigilon Corp GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Avigilon Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 3rd, 2018:35.67% (0.00%)

Analysis last updated: Monday, March 1, 2021 at 08:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8060	21.89
$α$	0.1781	8.05
$β$	0.0481	3.38
$γ$	0.5558	6.69

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts