V-Lab
V-Lab

HS Ad Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:16.36% (+4.68%)

Analysis last updated: Wednesday, March 27, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HS Ad S0GARCH
paramt-stat
ω1.77285.27
α0.14486.50
β0.731419.10
γ1-0.1184-1.28
γ20.11500.86
γ30.14281.47
γ4-0.3335-3.13
γ50.38703.58
γ6-0.2940-3.02
γ70.16101.84
γ8-0.1560-1.93
γ90.16112.45
Estimation Period:
Aug 11, 1999 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts