Broadcom Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 1st, 2016):
1 Day
26.03%
1 Week
26.41%
1 Month
27.83%
Analysis last updated: Monday, March 1, 2021 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 4.76 | |
| 0.0109 | 7.50 | |
| 0.9630 | 488.35 | |
| 0.0463 | 13.44 |
Estimation Period:
Apr 20, 1998 to Jan 29, 2016
Apr 20, 1998 to Jan 29, 2016
Other GJR-GARCH Analyses on Equities