V-Lab: GS Engineering & Construction Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

GS Engineering & Construction Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:34.39% (-1.46%)

Analysis last updated: Tuesday, May 7, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6112	6.19
$α$	0.0889	7.89
$β$	0.8530	50.15
$γ_{1}$	-0.0056	-0.14
$γ_{2}$	0.0558	0.94
$γ_{3}$	-0.1728	-4.29
$γ_{4}$	0.2188	5.67
$γ_{5}$	-0.1395	-3.77
$γ_{6}$	0.0567	1.72
$γ_{7}$	-0.0235	-0.70
$γ_{8}$	0.0160	0.40
$γ_{9}$	-0.0028	-0.09

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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