V-Lab: Gigamon Inc GJR-GARCH Volatility Analysis

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V-Lab

Gigamon Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 27th, 2017:46.77% (+0.01%)

Analysis last updated: Monday, March 1, 2021 at 06:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	3.6904	8.66
$α$	0.0089	1.75
$β$	0.5744	16.85
$γ$	0.2638	6.90

Estimation Period:
Jun 12, 2013 to Dec 22, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts