VMware LLC GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 22nd, 2023):
1 Day
38.38%
1 Week
38.97%
1 Month
40.95%
Analysis last updated: Tuesday, November 21, 2023 at 11:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2175 | 13.30 | |
| 0.1159 | 17.52 | |
| 0.8627 | 135.99 |
Estimation Period:
Aug 15, 2007 to Nov 17, 2023
Aug 15, 2007 to Nov 17, 2023
Other GARCH Analyses on Equities