V-Lab: Edwards Lifesciences Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Edwards Lifesciences Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:25.70% (+0.09%)

Analysis last updated: Tuesday, May 7, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0831	13.53
$β$	0.4671	32.18
$γ$	0.2093	12.54
$λ_{1}$	0.0235	0.51
$λ_{2}$	0.0179	0.96
$λ_{3}$	0.9760	34.49

Estimation Period:
Mar 27, 2000 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts