V-Lab: Adobe Inc AGARCH Volatility Analysis

V-Lab

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V-Lab

Adobe Inc AGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:38.00% (-0.81%)

Analysis last updated: Monday, May 6, 2024 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0900	-10.95
$α$	0.0333	17.42
$β$	0.9632	468.50
$γ$	1.9904	21.67

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts