V-Lab: Las Vegas Sands Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Las Vegas Sands Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:39.92% (-1.87%)

Analysis last updated: Friday, May 3, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0344	12.69
$β$	0.8715	115.19
$γ$	0.0904	17.57
$λ_{1}$	0.0203	4.69
$λ_{2}$	0.0212	3.57
$λ_{3}$	0.9761	145.82

Estimation Period:
Dec 15, 2004 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts