V-Lab
V-Lab
QUALCOMM Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:33.43% (+1.81%)

Analysis last updated: Wednesday, April 17, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of QUALCOMM Inc GJR-GARCH
paramt-stat
ω0.117412.01
α0.054722.56
β0.9102350.91
γ0.05339.61
Estimation Period:
Dec 16, 1991 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts