V-Lab: Textura Corp EGARCH Volatility Analysis

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V-Lab

Textura Corp EGARCH Volatility Analysis

Volatility Prediction for Monday, June 13th, 2016:39.98% (-0.06%)

Analysis last updated: Monday, March 1, 2021 at 05:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4421	4.75
$α$	0.1570	6.17
$β$	0.8250	22.22
$γ$	-0.0932	-3.52

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts