V-Lab: Thomson Reuters Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Thomson Reuters Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:16.47% (+0.85%)

Analysis last updated: Tuesday, April 23, 2024 at 02:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9423	6.17
$α$	0.0745	7.57
$β$	0.8714	44.52
$γ_{1}$	-0.0014	-0.04
$γ_{2}$	0.0359	0.79
$γ_{3}$	-0.1237	-4.73
$γ_{4}$	0.1795	7.12
$γ_{5}$	-0.1546	-5.00
$γ_{6}$	0.1122	2.98
$γ_{7}$	-0.0679	-1.81
$γ_{8}$	0.0222	0.83

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts