V-Lab: Flowserve Corp MF2-GARCH Volatility Analysis

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V-Lab

Flowserve Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:21.44% (+0.39%)

Analysis last updated: Thursday, May 16, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0468	13.11
$β$	0.8054	107.29
$γ$	0.1019	16.11
$λ_{1}$	0.0365	2.58
$λ_{2}$	0.0190	3.72
$λ_{3}$	0.9742	133.98

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts