V-Lab: Comcast Corp MF2-GARCH Volatility Analysis

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V-Lab

Comcast Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:36.55% (-1.71%)

Analysis last updated: Friday, April 26, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0433	11.12
$β$	0.8505	114.80
$γ$	0.0726	13.88
$λ_{1}$	0.0138	4.19
$λ_{2}$	0.0388	5.13
$λ_{3}$	0.9581	115.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts