V-Lab: Vivien Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Vivien Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:43.16% (+1.34%)

Analysis last updated: Sunday, April 21, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5804	3.34
$α$	0.2811	5.89
$β$	0.5972	12.30
$γ_{1}$	0.0081	0.09
$γ_{2}$	0.0172	0.15
$γ_{3}$	-0.1512	-2.50
$γ_{4}$	0.1921	3.85
$γ_{5}$	-0.0234	-0.38
$γ_{6}$	-0.1503	-2.10
$γ_{7}$	0.1496	2.10
$γ_{8}$	0.0794	0.78
$γ_{9}$	-0.2172	-1.58
$γ_{10}$	0.0956	0.96

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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