V-Lab
V-Lab
Broadcom Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 1st, 2016:26.30% (-0.42%)

Analysis last updated: Friday, April 29, 2016 at 06:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of Broadcom Corp AGARCH
paramt-stat
ω0.05363.27
α0.050524.69
β0.9425542.30
γ0.82655.04
Estimation Period:
Apr 20, 1998 to Jan 29, 2016
Impact of return on volatility tomorrow
Volatility Forecasts