V-Lab: Charles Schwab Corp/The EGARCH Volatility Analysis

V-Lab

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V-Lab

Charles Schwab Corp/The EGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:21.61% (-0.50%)

Analysis last updated: Thursday, April 18, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0274	13.15
$α$	0.1197	39.94
$β$	0.9889	1489.35
$γ$	-0.0491	-17.63

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts