V-Lab
V-Lab
Biogen Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:36.10% (-0.67%)

Analysis last updated: Thursday, May 2, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Biogen Inc AGARCH
paramt-stat
ω0.251410.25
α0.088224.77
β0.8967253.29
γ0.59063.36
Estimation Period:
Sep 18, 1991 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts