V-Lab: Adobe Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Adobe Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:29.76% (+0.16%)

Analysis last updated: Thursday, May 9, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0380	11.39
$β$	0.8602	237.05
$γ$	0.0995	13.66
$λ_{1}$	0.0060	4.32
$λ_{2}$	0.0120	8.47
$λ_{3}$	0.9872	621.25

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts