V-Lab
V-Lab

Inscobee Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:45.72% (+4.13%)

Analysis last updated: Thursday, March 28, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Inscobee Inc S0GARCH
paramt-stat
ω0.52649.46
α0.159110.33
β0.686620.89
γ1-0.0650-1.54
γ20.15692.51
γ3-0.2281-5.41
γ40.22485.12
γ5-0.1240-2.68
γ60.04060.87
γ7-0.0274-0.57
γ80.06571.08
γ9-0.1144-1.83
γ100.12023.05
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts