Broadcom Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, February 1st, 2016):
1 Day
23.35%
1 Week
23.67%
1 Month
24.95%
Analysis last updated: Monday, March 1, 2021 at 06:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 4.87 | |
| 0.0770 | 16.11 | |
| 0.9947 | 1,076.46 | |
| -0.0252 | -7.23 |
Estimation Period:
Apr 20, 1998 to Jan 29, 2016
Apr 20, 1998 to Jan 29, 2016
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