Verizon Communications Inc MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
1.36%
decreased by 0.76%
1 Week
1.35%
decreased by 0.77%
1 Month
1.33%
decreased by 0.79%
Analysis last updated: Tuesday, June 9, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 2.6312 | 26,311,710.00 | |
| 0.0000 | 100.00 | |
| 0.9932 | 9,932,080.00 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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