V-Lab: Motonic Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Motonic Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:10.58% (-0.18%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8387	6.17
$α$	0.1055	8.10
$β$	0.8160	34.20
$γ_{1}$	0.0452	0.64
$γ_{2}$	-0.1851	-1.78
$γ_{3}$	0.1770	2.29
$γ_{4}$	-0.0178	-0.21
$γ_{5}$	-0.0052	-0.06
$γ_{6}$	0.0023	0.03
$γ_{7}$	-0.1411	-2.03
$γ_{8}$	0.3893	4.39
$γ_{9}$	-0.6016	-5.35
$γ_{10}$	0.5106	5.88

Estimation Period:
Jan 14, 1994 to Apr 19, 2024

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Volatility Forecasts

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