V-Lab: Pioneer Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Pioneer Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 28th, 2019:7592.09% (+7387.68%)

Analysis last updated: Wednesday, March 27, 2019 at 06:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8117	5.93
$α$	0.0576	7.15
$β$	0.9162	73.87
$γ_{1}$	-0.0613	-1.53
$γ_{2}$	0.1433	2.19
$γ_{3}$	-0.1998	-3.92
$γ_{4}$	0.2242	4.17
$γ_{5}$	-0.1625	-2.81
$γ_{6}$	0.0722	1.36
$γ_{7}$	-0.0184	-0.44

Estimation Period:
Jan 3, 1990 to Mar 22, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts