V-Lab: SBW Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SBW Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:0.00% (0.00%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.8505	3.03
$α$	0.7337	361.27
$β$	0.2660	136.83
$γ_{1}$	-1.5201	-1.31
$γ_{2}$	1.8452	1.35
$γ_{3}$	-0.7938	-1.46
$γ_{4}$	1.5649	2.74
$γ_{5}$	-2.6156	-5.11
$γ_{6}$	3.3309	5.53
$γ_{7}$	-10.6734	-4.36
$γ_{8}$	30.1546	4.10
$γ_{9}$	-81.3790	-8.68
$γ_{10}$	106.0437	19.87

Estimation Period:
Jun 10, 2008 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts