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

V-Lab

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V-Lab

LS Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:83.04% (-2.04%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7026	4.78
$α$	0.0745	8.76
$β$	0.8935	79.29
$γ_{1}$	0.0133	0.32
$γ_{2}$	0.0035	0.06
$γ_{3}$	-0.0898	-2.19
$γ_{4}$	0.1478	3.70
$γ_{5}$	-0.1448	-4.23
$γ_{6}$	0.1281	3.63
$γ_{7}$	-0.0740	-1.97
$γ_{8}$	0.0117	0.39

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts