V-Lab: Pfizer Inc MF2-GARCH Volatility Analysis

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V-Lab

Pfizer Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:23.46% (-0.39%)

Analysis last updated: Friday, May 17, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0684	23.52
$β$	0.8625	196.06
$γ$	0.0472	11.52
$λ_{1}$	0.0017	5.71
$λ_{2}$	0.0086	7.41
$λ_{3}$	0.9909	766.34

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts