V-Lab: Interactive Brokers Group Inc MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Interactive Brokers Group Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:23.23% (-0.71%)

Analysis last updated: Monday, April 29, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0402	8.50
$β$	0.7039	55.35
$γ$	0.1876	17.65
$λ_{1}$	0.0614	1.50
$λ_{2}$	0.0461	1.84
$λ_{3}$	0.9378	26.52

Estimation Period:
May 4, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts