V-Lab: NVIDIA Corp MF2-GARCH Volatility Analysis

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V-Lab

NVIDIA Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:50.84% (-2.60%)

Analysis last updated: Wednesday, May 8, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0382	12.25
$β$	0.8191	105.48
$γ$	0.1368	19.88
$λ_{1}$	0.0300	2.93
$λ_{2}$	0.0238	5.48
$λ_{3}$	0.9744	195.51

Estimation Period:
Jan 22, 1999 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts