V-Lab: Berkshire Hathaway Inc EGARCH Volatility Analysis

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V-Lab

Berkshire Hathaway Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:15.87% (+0.45%)

Analysis last updated: Wednesday, April 24, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0287	12.47
$α$	0.2423	39.51
$β$	0.9668	548.41
$γ$	-0.0700	-11.68

Estimation Period:
May 10, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts