V-Lab: BlackRock Inc GJR-GARCH Volatility Analysis

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V-Lab

BlackRock Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:22.38% (-0.20%)

Analysis last updated: Tuesday, April 30, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0556	18.44
$α$	0.0417	16.31
$β$	0.9134	396.42
$γ$	0.0690	12.27

Estimation Period:
Oct 1, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts