V-Lab: ANA Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ANA Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.50% (+2.78%)

Analysis last updated: Sunday, April 21, 2024 at 12:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3064	5.76
$α$	0.0852	7.41
$β$	0.8864	57.88
$γ_{1}$	0.0057	0.21
$γ_{2}$	0.0089	0.22
$γ_{3}$	-0.0628	-2.06
$γ_{4}$	0.1181	3.80
$γ_{5}$	-0.1324	-3.99
$γ_{6}$	0.0975	3.08
$γ_{7}$	-0.0422	-2.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts