V-Lab
V-Lab
Merrill Lynch GARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2009:129.11% (-2.80%)

Analysis last updated: Monday, March 1, 2021 at 05:48 PM UTC

Date Range:

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graph of Merrill Lynch GARCH
paramt-stat
ω0.01479.11
α0.049830.12
β0.9502588.38
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Impact of return on volatility tomorrow
Volatility Forecasts