V-Lab
V-Lab

SBW Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:0.00% (0.00%)

Analysis last updated: Wednesday, March 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SBW S0GARCH
paramt-stat
ω16.03160.27
α0.546513.46
β0.453411.76
γ1-10.7870-0.10
γ227.38490.22
γ3-24.4943-0.38
γ410.99690.13
γ5-14.2244-0.11
γ633.81210.20
γ7-56.6702-0.38
γ880.63050.43
γ9-106.4520-0.75
γ1092.91431.53
Estimation Period:
Jun 10, 2008 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts