V-Lab: Genworth Financial Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Genworth Financial Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:35.71% (-5.16%)

Analysis last updated: Friday, May 3, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0675	9.46
$β$	0.6193	40.00
$γ$	0.1734	15.07
$λ_{1}$	0.9579	0.73
$λ_{2}$	0.9831	0.74
$λ_{3}$	0.0000	0.00

Estimation Period:
May 26, 2004 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts