V-Lab
V-Lab
Biogen Inc GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:37.77% (-0.64%)

Analysis last updated: Thursday, May 2, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Biogen Inc GARCH
paramt-stat
ω0.258712.62
α0.086022.05
β0.9009222.78
Estimation Period:
Sep 18, 1991 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts