V-Lab: VeriSign Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

VeriSign Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:27.33% (-2.36%)

Analysis last updated: Monday, May 6, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0483	11.41
$β$	0.8005	111.20
$γ$	0.1420	19.90
$λ_{1}$	0.0371	5.68
$λ_{2}$	0.0731	5.91
$λ_{3}$	0.9208	70.04

Estimation Period:
Jan 30, 1998 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts