VMware LLC AGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 22nd, 2023):
1 Day
33.28%
1 Week
34.49%
1 Month
38.18%
Analysis last updated: Tuesday, November 21, 2023 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2477 | 10.43 | |
| 0.1322 | 23.00 | |
| 0.8363 | 175.07 | |
| 0.6679 | 7.24 |
Estimation Period:
Aug 15, 2007 to Nov 17, 2023
Aug 15, 2007 to Nov 17, 2023
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