V-Lab: Check Point Software Technologies Ltd MF2-GARCH Volatility Analysis

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V-Lab

Check Point Software Technologies Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.41% (+0.99%)

Analysis last updated: Thursday, May 9, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0511	19.34
$β$	0.8177	114.08
$γ$	0.0542	10.51
$λ_{1}$	0.0063	1.99
$λ_{2}$	0.0178	4.29
$λ_{3}$	0.9803	209.47

Estimation Period:
Jul 1, 1996 to May 3, 2024

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