V-Lab: Fluor Corp MF2-GARCH Volatility Analysis

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V-Lab

Fluor Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:32.55% (-0.35%)

Analysis last updated: Monday, April 29, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0328	5.83
$β$	0.7645	52.98
$γ$	0.1212	15.44
$λ_{1}$	0.0472	0.87
$λ_{2}$	0.0292	2.00
$λ_{3}$	0.9638	43.75

Estimation Period:
Dec 1, 2000 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts