V-Lab: Akamai Technologies Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Akamai Technologies Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.53% (-0.26%)

Analysis last updated: Thursday, May 9, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0912	14.71
$β$	0.6107	35.29
$γ$	0.0936	8.47
$λ_{1}$	0.0125	0.82
$λ_{2}$	0.0127	2.36
$λ_{3}$	0.9854	137.36

Estimation Period:
Oct 29, 1999 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts