V-Lab
V-Lab
LinkedIn Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, December 8th, 2016:10.21% (-0.59%)

Analysis last updated: Monday, March 1, 2021 at 08:54 PM UTC

Date Range:

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to

6M ·

1Y ·

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All

graph of LinkedIn Corp EGARCH
paramt-stat
ω0.293313.99
α0.611123.82
β0.9013164.77
γ-0.1967-13.36
Estimation Period:
May 20, 2011 to Dec 2, 2016
Impact of return on volatility tomorrow
Volatility Forecasts