V-Lab
V-Lab

Automobile & PCB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:82.04% (-7.42%)

Analysis last updated: Thursday, March 28, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Automobile & PCB S0GARCH
paramt-stat
ω0.61106.64
α0.13558.47
β0.793330.96
γ1-0.0535-1.31
γ20.11381.91
γ3-0.1448-3.30
γ40.15042.56
γ5-0.1464-1.90
γ60.15602.17
γ7-0.1125-2.06
γ80.05561.21
γ9-0.0257-0.79
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts