V-Lab
V-Lab
Broadcom Corp Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 1st, 2016:21.52% (-1.04%)

Analysis last updated: Saturday, January 30, 2016 at 12:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Broadcom Corp AMEM
paramt-stat
ω0.25447.72
α0.171725.44
β0.7809221.91
γ0.07144.46
Estimation Period:
Apr 20, 1998 to Jan 29, 2016
Impact of return on volatility tomorrow
Volatility Forecasts