V-Lab: Gilead Sciences Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Gilead Sciences Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:24.22% (-0.65%)

Analysis last updated: Thursday, May 2, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0428	12.75
$β$	0.7833	58.67
$γ$	0.0507	9.89
$λ_{1}$	0.0348	1.38
$λ_{2}$	0.0547	1.92
$λ_{3}$	0.9400	30.67

Estimation Period:
Jan 22, 1992 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts