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

V-Lab

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V-Lab

Fursys Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.71% (+12.82%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6872	3.86
$α$	0.1648	4.24
$β$	0.7652	20.02
$γ_{1}$	-0.0651	-0.54
$γ_{2}$	-0.0079	-0.04
$γ_{3}$	0.2611	1.86
$γ_{4}$	-0.3278	-2.24
$γ_{5}$	0.1489	1.13
$γ_{6}$	0.0567	0.40
$γ_{7}$	-0.2540	-1.46
$γ_{8}$	0.4688	2.80
$γ_{9}$	-0.4559	-3.13
$γ_{10}$	0.2276	2.38

Estimation Period:
Dec 25, 1996 to Apr 19, 2024

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