V-Lab
V-Lab
Comcast Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:22.67% (-0.51%)

Analysis last updated: Wednesday, April 17, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Comcast Corp EGARCH
paramt-stat
ω0.017312.23
α0.112031.82
β0.99201941.25
γ-0.0375-11.69
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts