V-Lab: Nucor Corp MF2-GARCH Volatility Analysis

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V-Lab

Nucor Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:34.61% (-0.11%)

Analysis last updated: Thursday, May 16, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.0140	8.63
$β$	0.9249	227.30
$γ$	0.0561	18.13
$λ_{1}$	0.0233	3.43
$λ_{2}$	0.0287	3.43
$λ_{3}$	0.9668	99.32

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts