V-Lab
V-Lab
Red Hat Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, August 6th, 2019:3.13% (-0.04%)

Analysis last updated: Saturday, August 3, 2019 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Red Hat Inc AGARCH
paramt-stat
ω-0.0008-0.46
α0.188832.51
β0.8714366.44
γ0.16094.60
Estimation Period:
Aug 12, 1999 to Aug 2, 2019
Impact of return on volatility tomorrow
Volatility Forecasts