Merrill Lynch GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, January 1st, 2009):
1 Day
129.11%
1 Week
129.14%
1 Month
129.25%
Analysis last updated: Monday, March 1, 2021 at 05:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 9.11 | |
| 0.0498 | 30.12 | |
| 0.9502 | 588.38 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Jan 2, 1990 to Dec 31, 2008
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