V-Lab: AUK Corp Spline-GARCH Volatility Analysis

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V-Lab

AUK Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:57.22% (+0.41%)

Analysis last updated: Friday, April 19, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9405	5.52
$α$	0.0731	5.18
$β$	0.8498	38.85
$γ_{1}$	-0.1741	-2.04
$γ_{2}$	0.2024	1.65
$γ_{3}$	-0.0955	-1.17
$γ_{4}$	0.2384	2.56
$γ_{5}$	-0.3230	-2.92
$γ_{6}$	0.2099	1.97
$γ_{7}$	-0.0478	-0.47
$γ_{8}$	0.0116	0.08
$γ_{9}$	-0.1241	-0.54
$γ_{10}$	0.3696	1.30

Estimation Period:
Oct 16, 1996 to Apr 12, 2024

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