V-Lab: Metro Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Metro Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:14.61% (+0.27%)

Analysis last updated: Friday, April 19, 2024 at 02:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1415	6.90
$α$	0.1143	6.35
$β$	0.7281	16.96
$γ_{1}$	0.1215	2.65
$γ_{2}$	-0.1491	-2.25
$γ_{3}$	-0.0281	-0.59
$γ_{4}$	0.1469	2.52
$γ_{5}$	-0.2155	-3.82
$γ_{6}$	0.2386	5.53
$γ_{7}$	-0.1784	-4.72
$γ_{8}$	0.0931	2.31
$γ_{9}$	-0.0339	-0.93

Estimation Period:
Jan 19, 1993 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts