V-Lab
V-Lab
VMware Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 22nd, 2023:42.14% (+12.18%)

Analysis last updated: Tuesday, November 21, 2023 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of VMware Inc GJR-GARCH
paramt-stat
ω0.218412.58
α0.06738.83
β0.8708141.67
γ0.07696.20
Estimation Period:
Aug 15, 2007 to Nov 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts