V-Lab: Akamai Technologies Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Akamai Technologies Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:13.79% (-0.39%)

Analysis last updated: Friday, April 26, 2024 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0934	9.29
$α$	0.1635	4.67
$β$	0.5079	7.97
$γ_{1}$	-0.0401	-0.44
$γ_{2}$	-0.0598	-0.38
$γ_{3}$	0.3398	2.39
$γ_{4}$	-0.3960	-2.74
$γ_{5}$	0.1713	1.22
$γ_{6}$	-0.0050	-0.03
$γ_{7}$	0.0383	0.22
$γ_{8}$	-0.1334	-0.80
$γ_{9}$	0.2055	1.29
$γ_{10}$	-0.3988	-2.08

Estimation Period:
Oct 29, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts