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

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V-Lab

THN Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.11% (+1.49%)

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
$ω$	0.9637	6.98
$α$	0.2096	6.93
$β$	0.6513	16.76
$γ_{1}$	-0.2270	-3.42
$γ_{2}$	0.3348	3.28
$γ_{3}$	-0.2088	-2.95
$γ_{4}$	0.2060	3.22
$γ_{5}$	-0.2190	-3.20
$γ_{6}$	0.2615	4.12
$γ_{7}$	-0.2306	-3.70
$γ_{8}$	0.0611	0.84
$γ_{9}$	0.0536	0.99

Estimation Period:
Jul 31, 1996 to Apr 19, 2024

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