V-Lab
V-Lab
Interactive Brokers Group Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:26.86% (-1.71%)

Analysis last updated: Friday, April 19, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Interactive Brokers Group Inc AGARCH
paramt-stat
ω0.127612.08
α0.118622.44
β0.8409148.83
γ0.809213.11
Estimation Period:
May 4, 2007 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts