V-Lab: Tec & Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Tec & Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 28th, 2016:59.23% (+5.44%)

Analysis last updated: Wednesday, April 27, 2016 at 07:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5315	3.31
$α$	0.2394	9.74
$β$	0.6430	19.88
$γ_{1}$	0.0130	0.11
$γ_{2}$	-0.0061	-0.04
$γ_{3}$	0.0818	0.96
$γ_{4}$	-0.2823	-3.97
$γ_{5}$	0.2352	2.98
$γ_{6}$	0.0638	0.71
$γ_{7}$	-0.1924	-1.59
$γ_{8}$	0.1377	1.03
$γ_{9}$	-0.0774	-0.88

Estimation Period:
Jan 3, 1990 to Apr 22, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts