V-Lab: Linear Technology Corp Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Linear Technology Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 13th, 2017:11.47% (0.00%)

Analysis last updated: Saturday, March 11, 2017 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3783	5.74
$α$	0.0541	7.69
$β$	0.9351	98.14
$γ_{1}$	0.0290	1.76
$γ_{2}$	-0.0665	-2.29
$γ_{3}$	0.0647	2.41
$γ_{4}$	-0.0427	-1.04

Estimation Period:
Jan 1, 1990 to Mar 10, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts