V-Lab: FLIR Systems Inc MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

FLIR Systems Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 17th, 2021:29.45% (-0.63%)

Analysis last updated: Friday, May 14, 2021 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0251	12.93
$β$	0.8186	92.55
$γ$	0.1398	16.34
$λ_{1}$	0.0176	2.43
$λ_{2}$	0.0216	4.21
$λ_{3}$	0.9762	172.41

Estimation Period:
Jun 22, 1993 to May 14, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts