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

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V-Lab

Oyang Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:17.72% (+4.11%)

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
$ω$	0.6635	5.14
$α$	0.1848	10.23
$β$	0.7621	42.02
$γ_{1}$	-0.1381	-2.37
$γ_{2}$	0.2641	3.04
$γ_{3}$	-0.2410	-3.75
$γ_{4}$	0.1351	2.13
$γ_{5}$	0.0118	0.17
$γ_{6}$	-0.1109	-1.18
$γ_{7}$	0.1569	1.42
$γ_{8}$	-0.0982	-0.97
$γ_{9}$	-0.0197	-0.25
$γ_{10}$	0.0827	1.87

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

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