V-Lab: Inscobee Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Inscobee Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.33% (-1.99%)

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
$ω$	0.5273	9.49
$α$	0.1588	10.34
$β$	0.6868	20.90
$γ_{1}$	-0.0630	-1.51
$γ_{2}$	0.1528	2.46
$γ_{3}$	-0.2240	-5.34
$γ_{4}$	0.2217	5.09
$γ_{5}$	-0.1222	-2.66
$γ_{6}$	0.0388	0.84
$γ_{7}$	-0.0248	-0.52
$γ_{8}$	0.0633	1.05
$γ_{9}$	-0.1136	-1.84
$γ_{10}$	0.1207	3.07

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

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Volatility Forecasts

Volatility Forecasts