V-Lab: KLA Corp MF2-GARCH Volatility Analysis

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V-Lab

KLA Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:38.38% (-0.56%)

Analysis last updated: Friday, April 26, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0031	2.49
$β$	0.9264	210.36
$γ$	0.0786	19.15
$λ_{1}$	0.0095	4.14
$λ_{2}$	0.0116	4.77
$λ_{3}$	0.9871	370.55

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts