V-Lab: Wajax Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Wajax Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:34.80% (-1.80%)

Analysis last updated: Thursday, April 25, 2024 at 01:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6568	9.17
$α$	0.1515	9.25
$β$	0.7660	38.64
$γ_{1}$	-0.0388	-7.58
$γ_{2}$	0.0600	7.72
$γ_{3}$	-0.0285	-6.24

Estimation Period:
May 9, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts