V-Lab: Altria Group Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Altria Group Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:18.34% (-0.33%)

Analysis last updated: Tuesday, April 23, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0838	8.80
$α$	0.0799	6.24
$β$	0.8677	37.95
$γ_{1}$	0.0264	2.00
$γ_{2}$	-0.0607	-2.97
$γ_{3}$	0.0498	3.57
$γ_{4}$	0.0014	0.11
$γ_{5}$	-0.0448	-2.22

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts