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

V-Lab

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V-Lab

Altria Group Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:20.53% (-0.30%)

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
$ω$	1.0854	8.53
$α$	0.0800	6.15
$β$	0.8710	39.20
$γ_{1}$	0.0263	1.96
$γ_{2}$	-0.0614	-2.96
$γ_{3}$	0.0532	3.83
$γ_{4}$	-0.0084	-0.74
$γ_{5}$	-0.0182	-2.38

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts