V-Lab: VMware Inc MF2-GARCH Volatility Analysis

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V-Lab

VMware Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 22nd, 2023:39.35% (+14.03%)

Analysis last updated: Tuesday, November 21, 2023 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0661	7.10
$β$	0.8152	87.32
$γ$	0.0765	6.45
$λ_{1}$	0.0587	1.76
$λ_{2}$	0.0225	3.29
$λ_{3}$	0.9674	78.31

Estimation Period:
Aug 15, 2007 to Nov 17, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts