V-Lab
V-Lab
Interactive Brokers Group Inc GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:25.91% (0.00%)

Analysis last updated: Thursday, April 25, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Interactive Brokers Group Inc GARCH
paramt-stat
ω0.101014.91
α0.082719.76
β0.8965198.48
Estimation Period:
May 4, 2007 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts