V-Lab: Gigamon Inc AGARCH Volatility Analysis

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V-Lab

Gigamon Inc AGARCH Volatility Analysis

Volatility Prediction for Wednesday, December 27th, 2017:47.81% (+0.21%)

Analysis last updated: Tuesday, December 26, 2017 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5474	11.91
$α$	0.1889	9.96
$β$	0.3513	9.54
$γ$	1.3506	3.81

Estimation Period:
Jun 12, 2013 to Dec 22, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts