V-Lab: Edwards Lifesciences Corp EGARCH Volatility Analysis

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V-Lab

Edwards Lifesciences Corp EGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:30.69% (+0.10%)

Analysis last updated: Thursday, April 18, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0148	3.64
$α$	0.0427	16.58
$β$	0.9934	779.74
$γ$	-0.0296	-7.05

Estimation Period:
Mar 27, 2000 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts