V-Lab
V-Lab
EMC Corp AGARCH Volatility Analysis
Volatility Prediction for Wednesday, September 7th, 2016:12.14% (-0.62%)

Analysis last updated: Tuesday, September 6, 2016 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EMC Corp AGARCH
paramt-stat
ω-0.0201-3.44
α0.079470.36
β0.92261040.08
γ0.866618.87
Estimation Period:
Jan 2, 1990 to Sep 2, 2016
Impact of return on volatility tomorrow
Volatility Forecasts