Broadcom Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 1st, 2016):
1 Day
26.30%
1 Week
26.94%
1 Month
29.28%
Analysis last updated: Friday, April 29, 2016 at 06:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0536 | 3.27 | |
| 0.0505 | 24.69 | |
| 0.9425 | 542.30 | |
| 0.8265 | 5.04 |
Estimation Period:
Apr 20, 1998 to Jan 29, 2016
Apr 20, 1998 to Jan 29, 2016
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