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CISCO SYSTEMS SPLINE-GARCH VOLATILITY GRAPH
?
Volatility Prediction for Monday, May 20:
52.79% (-3.09)
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Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$24.24
Return
:
1.47%
1 Week Pred
:
50.51%
Avg Week Vol
:
46.62%
Avg Month Vol
:
31.98%
1 Month Pred
:
44.24%
Min Vol
:
20.11%
Max Vol
:
127.3%
6 Months Pred
:
33.63%
Avg Vol
:
43.99%
Vol of Vol
:
39.44%
1 Year Pred
:
31.92%
Models
Assets
Analysis on Cisco Systems
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
Spline-GARCH analysis on Equities
Abbott Labs
AES Corp
Alcoa
Altria Group Inc
American Express
American International Group
Amgen Inc
Apple Inc
Applied Materials
AT&T
Bank Of America
Bear Stearns
Berkshire Hathaway Shares
Blackrock
Boeing Co/The
Boston Scientific
Bristol Meyers Squibb Co
Canadian National Railway
Caterpillar
Charles Schwab
Chevron Corp
CIT Group
Citigroup
CME Group
Coca Cola Co
Credit Suisse
CVS Caremark
Deutsche Bank
Du Pont Co
E-Trade Financial
eBay Inc
Exxon Mobil
Fannie Mae
Ford Motor Co
Franklin Resources
Freddie Mac
General Electric
Goldman Sachs
Google Inc
Hewlett-Packard
Home Depot
Hudson City Bancorp
Intel
International Business Machines Corp
Johnson & Johnson
JP Morgan Chase
MasterCard
MBIA Inc
McDonalds
Merck & Co.
Merrill Lynch
MetLife
Microsoft Corporation
Mondelez International Inc
Morgan Stanley
News Corp A
Norfolk Southern Corp
NYSE Euronext
Oracle Corp
PepsiCo Inc
Powershares QQQ Trust Series 1
Procter & Gamble
Prudential Financial
SPDR S&P 500 ETF Trust
Union Pacific
United Technologies
US Bancorp
Wachovia Bank
Wal Mart Stores
Walt Disney
Wells Fargo
Yahoo Inc
Documentation
Volatility Analysis
Spline-GARCH