V-Lab: Gigamon Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Gigamon Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 27th, 2017:13.77% (-0.06%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0415	4.29
$α$	0.1269	1.83
$β$	0.0000	0.00
$γ_{1}$	-0.3453	-0.38
$γ_{2}$	0.3396	0.26
$γ_{3}$	0.3329	0.43
$γ_{4}$	-2.4478	-2.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts