V-Lab
V-Lab
Analog Devices Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:31.55% (-0.73%)

Analysis last updated: Monday, April 29, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Analog Devices Inc EGARCH
paramt-stat
ω0.01778.31
α0.095925.55
β0.99351736.93
γ-0.0485-15.69
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts