V-Lab: Zoetis Inc MF2-GARCH Volatility Analysis

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V-Lab

Zoetis Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:27.17% (-3.34%)

Analysis last updated: Monday, November 11, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0688	8.69
$β$	0.6798	42.15
$γ$	0.2010	11.55
$λ_{1}$	1.2735	1.06
$λ_{2}$	0.5367	1.17
$λ_{3}$	0.0000	0.00

Estimation Period:
Feb 1, 2013 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts