V-Lab
V-Lab
SanDisk LLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 12th, 2016:21.83% (-0.12%)

Analysis last updated: Monday, March 1, 2021 at 06:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SanDisk LLC EGARCH
paramt-stat
ω0.024513.31
α0.084024.99
β0.99401696.19
γ-0.0097-3.40
Estimation Period:
Nov 9, 1995 to May 6, 2016
Impact of return on volatility tomorrow
Volatility Forecasts