V-Lab: Charles Schwab Corp/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Charles Schwab Corp/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:28.43% (-0.36%)

Analysis last updated: Thursday, April 25, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8187	6.98
$α$	0.0736	7.45
$β$	0.8679	52.47
$γ_{1}$	-0.0651	-2.09
$γ_{2}$	0.1346	2.95
$γ_{3}$	-0.1793	-6.26
$γ_{4}$	0.1938	7.92
$γ_{5}$	-0.1272	-5.29
$γ_{6}$	0.0698	2.76
$γ_{7}$	-0.0208	-0.84
$γ_{8}$	-0.0167	-0.86

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts