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

V-Lab

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V-Lab

SIMPAC Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:45.62% (-1.40%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7108	6.15
$α$	0.1085	9.54
$β$	0.8434	49.90
$γ_{1}$	-0.0001	-0.00
$γ_{2}$	0.0365	0.72
$γ_{3}$	-0.1279	-3.66
$γ_{4}$	0.1470	4.04
$γ_{5}$	-0.0898	-2.61
$γ_{6}$	0.0354	0.97
$γ_{7}$	0.0725	1.78
$γ_{8}$	-0.1227	-3.77

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

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Volatility Forecasts

Volatility Forecasts