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

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V-Lab

Olympus Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:39.97% (+11.32%)

Analysis last updated: Sunday, April 21, 2024 at 12:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9615	8.11
$α$	0.1166	8.51
$β$	0.8087	36.28
$γ_{1}$	-0.0278	-1.01
$γ_{2}$	0.0992	2.24
$γ_{3}$	-0.1636	-4.42
$γ_{4}$	0.1677	5.33
$γ_{5}$	-0.1121	-3.87
$γ_{6}$	0.0295	0.98
$γ_{7}$	0.0297	1.18
$γ_{8}$	-0.0319	-1.71

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

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Volatility Forecasts

Volatility Forecasts