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

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V-Lab

AUK Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.15% (+0.50%)

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
$ω$	1.0028	5.93
$α$	0.0698	5.38
$β$	0.8611	42.27
$γ_{1}$	-0.1046	-1.47
$γ_{2}$	0.0875	0.82
$γ_{3}$	0.0301	0.37
$γ_{4}$	0.0713	0.98
$γ_{5}$	-0.2181	-3.11
$γ_{6}$	0.2512	2.66
$γ_{7}$	-0.1678	-1.10
$γ_{8}$	0.0647	0.35
$γ_{9}$	-0.0226	-0.17

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

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