V-Lab: Albemarle Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Albemarle Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:47.45% (-0.60%)

Analysis last updated: Thursday, May 9, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0493	11.32
$β$	0.7896	109.90
$γ$	0.0958	14.50
$λ_{1}$	0.0261	2.19
$λ_{2}$	0.0336	3.91
$λ_{3}$	0.9623	95.21

Estimation Period:
Feb 22, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts