V-Lab
V-Lab
Comcast Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:21.58% (-0.05%)

Analysis last updated: Friday, April 19, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Comcast Corp GJR-GARCH
paramt-stat
ω0.019212.24
α0.024313.49
β0.9535721.26
γ0.040011.48
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts