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 26th, 2024:14.54% (+0.65%)

Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1420	6.90
$α$	0.1146	6.36
$β$	0.7277	16.94
$γ_{1}$	0.1215	2.65
$γ_{2}$	-0.1491	-2.25
$γ_{3}$	-0.0281	-0.59
$γ_{4}$	0.1468	2.52
$γ_{5}$	-0.2154	-3.82
$γ_{6}$	0.2384	5.52
$γ_{7}$	-0.1779	-4.70
$γ_{8}$	0.0921	2.29
$γ_{9}$	-0.0328	-0.90

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts