V-Lab
V-Lab

LY Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:27.82% (-0.82%)

Analysis last updated: Thursday, March 28, 2024 at 02:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of LY Corp S0GARCH
paramt-stat
ω1.47907.44
α0.14077.54
β0.672414.01
γ1-0.0009-0.02
γ2-0.1126-1.56
γ30.29096.03
γ4-0.3322-6.47
γ50.30095.72
γ6-0.2656-3.91
γ70.24762.77
γ8-0.2435-2.72
γ90.15952.50
Estimation Period:
Nov 4, 1997 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts