V-Lab: F5 Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

F5 Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:27.35% (-15.77%)

Analysis last updated: Thursday, May 2, 2024 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0686	12.14
$β$	0.2371	13.98
$γ$	0.1861	12.34
$λ_{1}$	0.0085	0.42
$λ_{2}$	0.0137	0.75
$λ_{3}$	0.9846	46.57

Estimation Period:
Jun 8, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts