V-Lab: Micron Technology Inc MF2-GARCH Volatility Analysis

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V-Lab

Micron Technology Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:40.74% (-0.55%)

Analysis last updated: Thursday, May 16, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0138	9.64
$β$	0.9358	283.92
$γ$	0.0428	17.30
$λ_{1}$	0.0491	5.83
$λ_{2}$	0.0253	4.67
$λ_{3}$	0.9705	162.83

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts