VMware LLC MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 22nd, 2023):
1 Day
39.35%
1 Week
38.72%
1 Month
37.22%
Analysis last updated: Tuesday, November 21, 2023 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0661 | 7.10 | |
| 0.8152 | 87.32 | |
| 0.0765 | 6.45 | |
| 0.0587 | 1.76 | |
| 0.0225 | 3.29 | |
| 0.9674 | 78.31 |
Estimation Period:
Aug 15, 2007 to Nov 17, 2023
Aug 15, 2007 to Nov 17, 2023
Other MF2-GARCH Analyses on Equities