V-Lab: Sidiz Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Sidiz Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.29% (+1.41%)

Analysis last updated: Sunday, April 21, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6717	3.55
$α$	0.2556	5.75
$β$	0.5987	9.73
$γ_{1}$	0.3526	0.63
$γ_{2}$	-0.3732	-0.39
$γ_{3}$	0.5089	0.51
$γ_{4}$	-1.0223	-0.99
$γ_{5}$	0.7484	0.76
$γ_{6}$	-0.4088	-0.43
$γ_{7}$	0.0241	0.03
$γ_{8}$	0.8852	0.88
$γ_{9}$	-1.6080	-1.23
$γ_{10}$	1.3621	1.43

Estimation Period:
Jan 25, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts