V-Lab: TCC Steel Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

TCC Steel Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:62.07% (-2.86%)

Analysis last updated: Thursday, April 18, 2024 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8446	6.68
$α$	0.1360	8.41
$β$	0.7955	35.73
$γ_{1}$	-0.0444	-0.81
$γ_{2}$	0.0947	1.14
$γ_{3}$	-0.1175	-1.98
$γ_{4}$	0.0470	0.74
$γ_{5}$	0.1304	1.89
$γ_{6}$	-0.2723	-3.78
$γ_{7}$	0.3190	4.00
$γ_{8}$	-0.1998	-2.02
$γ_{9}$	0.0707	0.68
$γ_{10}$	-0.0702	-1.05

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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Volatility Forecasts