V-Lab: Avalara Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Avalara Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 19th, 2022:5.54% (-0.53%)

Analysis last updated: Tuesday, October 18, 2022 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0362	5.14
$β$	0.7312	23.16
$γ$	0.0720	10.21
$λ_{1}$	0.0027	0.01
$λ_{2}$	0.4859	0.85
$λ_{3}$	0.5141	0.87

Estimation Period:
Jun 15, 2018 to Oct 14, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts