V-Lab
Spark Infrastructure Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 29th, 2021:9.87% (-0.03%)
Analysis last updated: Wednesday, July 20, 2022 at 03:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6160 | 2.77 | |
| 0.0786 | 5.65 | |
| 0.8760 | 44.27 | |
| -0.6148 | -2.46 | |
| 0.8120 | 2.30 | |
| -0.2376 | -1.40 | |
| 0.1140 | 0.92 | |
| -0.1936 | -1.78 | |
| 0.1917 | 2.62 |
Estimation Period:
Mar 1, 2007 to Dec 24, 2021
Mar 1, 2007 to Dec 24, 2021
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