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 Thursday, April 18th, 2024:29.45% (+0.37%)

Analysis last updated: Thursday, April 18, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9791	8.20
$α$	0.1169	8.53
$β$	0.8093	36.57
$γ_{1}$	-0.0254	-0.92
$γ_{2}$	0.0965	2.18
$γ_{3}$	-0.1634	-4.40
$γ_{4}$	0.1681	5.33
$γ_{5}$	-0.1125	-3.87
$γ_{6}$	0.0300	0.99
$γ_{7}$	0.0284	1.13
$γ_{8}$	-0.0304	-1.61

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts