V-Lab
V-Lab
EMC Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, September 7th, 2016:9.17% (+0.09%)

Analysis last updated: Monday, March 1, 2021 at 06:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EMC Corp EGARCH
paramt-stat
ω0.01245.80
α0.089538.66
β0.99671754.80
γ-0.0453-18.43
Estimation Period:
Jan 2, 1990 to Sep 2, 2016
Impact of return on volatility tomorrow
Volatility Forecasts