V-Lab: Huneed Technologies Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Huneed Technologies Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:54.16% (+3.14%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6502	7.35
$α$	0.2326	10.75
$β$	0.6090	19.39
$γ_{1}$	0.0495	3.03
$γ_{2}$	-0.1072	-4.43
$γ_{3}$	0.0752	4.24
$γ_{4}$	-0.0238	-1.39
$γ_{5}$	0.0192	1.14
$γ_{6}$	-0.0170	-1.27

Estimation Period:
Sep 3, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts