V-Lab
V-Lab
Netflix Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:36.53% (-0.09%)

Analysis last updated: Thursday, April 18, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Netflix Inc GJR-GARCH
paramt-stat
ω0.05546.20
α0.00323.88
β0.9836845.00
γ0.01788.23
Estimation Period:
May 24, 2002 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts