V-Lab
V-Lab
Biogen Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:36.33% (-0.80%)

Analysis last updated: Thursday, April 18, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Biogen Inc AGARCH
paramt-stat
ω0.251610.19
α0.088324.78
β0.8965253.04
γ0.59613.38
Estimation Period:
Sep 18, 1991 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts