V-Lab: Y2 Solution Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Y2 Solution Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:50.10% (+0.49%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8936	8.53
$α$	0.2006	7.01
$β$	0.6312	13.64
$γ_{1}$	-0.0492	-3.15
$γ_{2}$	0.0694	2.90
$γ_{3}$	-0.0247	-1.36
$γ_{4}$	0.0066	0.30
$γ_{5}$	-0.0030	-0.14

Estimation Period:
Dec 21, 1995 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts