V-Lab: Micron Technology Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Micron Technology Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:47.36% (+0.40%)

Analysis last updated: Wednesday, May 1, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0896	14.85
$α$	0.0194	15.20
$β$	0.9593	836.39
$γ$	0.0291	10.29

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts