V-Lab: BlackRock Inc GJR-GARCH Volatility Analysis

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V-Lab

BlackRock Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:27.90% (-0.98%)

Analysis last updated: Wednesday, April 17, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0560	18.44
$α$	0.0416	16.26
$β$	0.9130	394.72
$γ$	0.0700	12.41

Estimation Period:
Oct 1, 1999 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts