V-Lab: Cognizant Technology Solutions Corp AGARCH Volatility Analysis

V-Lab

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V-Lab

Cognizant Technology Solutions Corp AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.99% (-0.89%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.1700	-8.66
$α$	0.0532	31.00
$β$	0.9366	605.03
$γ$	2.2209	23.14

Estimation Period:
Jun 19, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts