V-Lab: STIC Investments Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

STIC Investments Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:28.59% (-1.05%)

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
$ω$	1.0824	4.46
$α$	0.0915	5.29
$β$	0.8247	24.12
$γ_{1}$	-0.0373	-0.28
$γ_{2}$	0.0090	0.05
$γ_{3}$	0.0570	0.48
$γ_{4}$	-0.0129	-0.14
$γ_{5}$	-0.0229	-0.24
$γ_{6}$	-0.0323	-0.27
$γ_{7}$	0.0372	0.26
$γ_{8}$	0.1904	1.50
$γ_{9}$	-0.4802	-4.29
$γ_{10}$	0.4333	4.98

Estimation Period:
Nov 25, 1997 to Apr 12, 2024

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