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Broadcom Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 1st, 2016:26.03% (-0.26%)

Analysis last updated: Monday, March 1, 2021 at 08:05 PM UTC

Date Range:

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graph of Broadcom Corp GJR-GARCH
paramt-stat
ω0.04734.76
α0.01097.50
β0.9630488.35
γ0.046313.44
Estimation Period:
Apr 20, 1998 to Jan 29, 2016
Impact of return on volatility tomorrow
Volatility Forecasts