V-Lab: Resonac Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Resonac Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:66.67% (-2.29%)

Analysis last updated: Sunday, April 21, 2024 at 01:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9037	7.54
$α$	0.1019	8.85
$β$	0.8425	50.22
$γ_{1}$	-0.0690	-2.34
$γ_{2}$	0.1540	3.54
$γ_{3}$	-0.1980	-6.61
$γ_{4}$	0.2146	7.46
$γ_{5}$	-0.1802	-6.30
$γ_{6}$	0.1483	4.68
$γ_{7}$	-0.1189	-3.77
$γ_{8}$	0.0661	2.88

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts