V-Lab
V-Lab

Vivien Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:46.78% (-3.09%)

Analysis last updated: Thursday, March 28, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vivien Corp S0GARCH
paramt-stat
ω0.57403.27
α0.27695.89
β0.602912.45
γ10.00540.06
γ20.02000.17
γ3-0.1497-2.48
γ40.18663.73
γ5-0.0143-0.23
γ6-0.1595-2.25
γ70.15752.21
γ80.06720.64
γ9-0.1958-1.39
γ100.07540.75
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts