V-Lab: Cisco Systems Inc MF2-GARCH Volatility Analysis

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V-Lab

Cisco Systems Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:25.98% (+9.31%)

Analysis last updated: Thursday, May 16, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0044	2.93
$β$	0.7279	91.25
$γ$	0.1994	32.20
$λ_{1}$	0.2045	0.95
$λ_{2}$	0.2868	1.04
$λ_{3}$	0.6778	2.15

Estimation Period:
Feb 19, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts