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

V-Lab

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V-Lab

TYM Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:39.42% (+0.37%)

Analysis last updated: Saturday, April 20, 2024 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7676	3.88
$α$	0.1138	7.83
$β$	0.8601	50.40
$γ_{1}$	0.0217	0.34
$γ_{2}$	0.0004	0.00
$γ_{3}$	-0.1202	-1.83
$γ_{4}$	0.1684	2.19
$γ_{5}$	-0.1097	-1.30
$γ_{6}$	0.0760	0.84
$γ_{7}$	-0.0001	-0.00
$γ_{8}$	-0.1149	-1.71
$γ_{9}$	0.1087	2.07

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

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Volatility Forecasts

Volatility Forecasts