V-Lab: Adobe Inc MF2-GARCH Volatility Analysis

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V-Lab

Adobe Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:30.11% (-0.63%)

Analysis last updated: Friday, April 26, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0379	11.35
$β$	0.8604	237.21
$γ$	0.0995	13.66
$λ_{1}$	0.0060	4.32
$λ_{2}$	0.0121	8.46
$λ_{3}$	0.9871	618.10

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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