V-Lab: Textura Corp AGARCH Volatility Analysis

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V-Lab

Textura Corp AGARCH Volatility Analysis

Volatility Prediction for Monday, June 13th, 2016:47.61% (-0.07%)

Analysis last updated: Saturday, June 11, 2016 at 05:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	6.7071	13.69
$α$	0.2358	11.01
$β$	0.1887	6.91
$γ$	1.5607	5.60

Estimation Period:
Jun 7, 2013 to Jun 10, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts