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 Thursday, April 18th, 2024:19.68% (+1.18%)

Analysis last updated: Thursday, April 18, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3053	5.75
$α$	0.0849	7.41
$β$	0.8869	58.11
$γ_{1}$	0.0058	0.21
$γ_{2}$	0.0089	0.22
$γ_{3}$	-0.0628	-2.05
$γ_{4}$	0.1181	3.79
$γ_{5}$	-0.1322	-3.97
$γ_{6}$	0.0969	3.04
$γ_{7}$	-0.0414	-2.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts