V-Lab: Oracle Corp GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Oracle Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.03% (-0.44%)

Analysis last updated: Friday, April 19, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0697	9.97
$α$	0.0399	17.77
$β$	0.9158	445.84
$γ$	0.0854	12.26

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts