V-Lab
V-Lab

STIC Investments Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:26.81% (-0.77%)

Analysis last updated: Thursday, March 28, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of STIC Investments Inc S0GARCH
paramt-stat
ω1.05824.33
α0.09065.32
β0.826224.43
γ1-0.0368-0.27
γ20.00320.02
γ30.06550.56
γ4-0.0175-0.19
γ5-0.0202-0.21
γ6-0.0337-0.28
γ70.03150.23
γ80.20551.65
γ9-0.4939-4.42
γ100.43615.03
Estimation Period:
Nov 25, 1997 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts