V-Lab
V-Lab
VMware Inc GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 22nd, 2023:38.38% (+10.65%)

Analysis last updated: Tuesday, November 21, 2023 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of VMware Inc GARCH
paramt-stat
ω0.217513.30
α0.115917.52
β0.8627135.99
Estimation Period:
Aug 15, 2007 to Nov 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts