V-Lab: Superior Plus Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Superior Plus Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:23.38% (-0.07%)

Analysis last updated: Thursday, April 18, 2024 at 12:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8376	5.41
$α$	0.1237	6.95
$β$	0.7795	28.98
$γ_{1}$	0.1413	1.46
$γ_{2}$	-0.3262	-2.07
$γ_{3}$	0.4917	3.52
$γ_{4}$	-0.5665	-3.63
$γ_{5}$	0.3391	2.20
$γ_{6}$	-0.0800	-0.61
$γ_{7}$	-0.0383	-0.34
$γ_{8}$	0.1194	1.23
$γ_{9}$	-0.1388	-1.29
$γ_{10}$	0.0705	0.79

Estimation Period:
Oct 9, 1996 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts