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

V-Lab

| |

V-Lab

Berkshire Hathaway Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:12.31% (-0.36%)

Analysis last updated: Thursday, April 18, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6751	4.67
$α$	0.1359	10.08
$β$	0.8156	46.98
$γ_{1}$	-0.1051	-4.54
$γ_{2}$	0.1603	5.02
$γ_{3}$	-0.0856	-4.56
$γ_{4}$	0.0601	3.27
$γ_{5}$	-0.0767	-3.12

Estimation Period:
May 10, 1996 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts