V-Lab: Inzi Controls Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Inzi Controls Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:30.44% (-0.39%)

Analysis last updated: Wednesday, April 17, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2389	6.56
$α$	0.1824	8.08
$β$	0.7263	25.05
$γ_{1}$	-0.1864	-3.50
$γ_{2}$	0.2576	3.08
$γ_{3}$	-0.0350	-0.46
$γ_{4}$	-0.0656	-0.87
$γ_{5}$	-0.0178	-0.29
$γ_{6}$	0.1775	3.22
$γ_{7}$	-0.2489	-4.55
$γ_{8}$	0.1569	3.82

Estimation Period:
Jun 23, 1997 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts