V-Lab: Carnival PLC Spline-GARCH Volatility Analysis

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V-Lab

Carnival PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:41.55% (+0.10%)

Analysis last updated: Friday, April 19, 2024 at 07:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4300	7.89
$α$	0.0801	6.50
$β$	0.8736	51.14
$γ_{1}$	0.1012	4.55
$γ_{2}$	-0.1198	-3.22
$γ_{3}$	-0.0062	-0.18
$γ_{4}$	0.1147	3.15
$γ_{5}$	-0.2206	-4.78

Estimation Period:
Oct 20, 2000 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts