V-Lab
V-Lab
SanDisk LLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 12th, 2016:28.97% (-0.17%)

Analysis last updated: Monday, March 1, 2021 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

All

graph of SanDisk LLC GJR-GARCH
paramt-stat
ω0.04005.99
α0.025613.53
β0.9749926.70
γ-0.0056-2.02
Estimation Period:
Nov 9, 1995 to May 6, 2016
Impact of return on volatility tomorrow
Volatility Forecasts