V-Lab: DISH Network Corp MF2-GARCH Volatility Analysis

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V-Lab

DISH Network Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 3rd, 2024:70.71% (-2.21%)

Analysis last updated: Tuesday, January 2, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0410	16.49
$β$	0.9369	375.52
$γ$	0.0333	9.87
$λ_{1}$	9.7184	0.21
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.2651	0.07

Estimation Period:
Jun 22, 1995 to Dec 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts