V-Lab: Berkshire Hathaway Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Berkshire Hathaway Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:14.08% (+0.20%)

Analysis last updated: Friday, April 26, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0417	18.62
$α$	0.0678	16.49
$β$	0.8632	255.16
$γ$	0.1079	11.18

Estimation Period:
May 10, 1996 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts