VMware LLC GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Wednesday, November 22nd, 2023):
1 Day
27.25%
1 Week
27.52%
1 Month
28.59%
Analysis last updated: Thursday, March 26, 2026 at 03:44 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 15.8638 | 7.59 | |
| 0.0596 | 65.31 | |
| 0.9977 | 3,550.37 | |
| 3.8680 | 51.47 |
Estimation Period:
Aug 15, 2007 to Nov 17, 2023
Aug 15, 2007 to Nov 17, 2023
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