V-Lab: Berkshire Hathaway Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Berkshire Hathaway Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:13.39% (+0.14%)

Analysis last updated: Monday, May 6, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0416	18.60
$α$	0.0678	16.50
$β$	0.8633	255.26
$γ$	0.1076	11.17

Estimation Period:
May 10, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts