V-Lab: AUK Corp Spline-GARCH Volatility Analysis

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V-Lab

AUK Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:56.36% (+0.36%)

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
$ω$	0.9411	5.52
$α$	0.0728	5.17
$β$	0.8505	39.06
$γ_{1}$	-0.1743	-2.04
$γ_{2}$	0.2028	1.66
$γ_{3}$	-0.0958	-1.17
$γ_{4}$	0.2386	2.56
$γ_{5}$	-0.3229	-2.91
$γ_{6}$	0.2093	1.96
$γ_{7}$	-0.0467	-0.46
$γ_{8}$	0.0098	0.06
$γ_{9}$	-0.1200	-0.52
$γ_{10}$	0.3554	1.28

Estimation Period:
Oct 16, 1996 to Apr 19, 2024

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