V-Lab: Netflix Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Netflix Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:39.14% (-0.20%)

Analysis last updated: Tuesday, May 14, 2024 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0916	0.64
$β$	0.0492	1.08
$γ$	-0.0320	-0.52
$λ_{1}$	1.2957	0.09
$λ_{2}$	0.2392	0.15
$λ_{3}$	0.6427	0.23

Estimation Period:
May 24, 2002 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

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Volatility Forecasts