V-Lab: WSP Global Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

WSP Global Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:15.58% (-0.66%)

Analysis last updated: Friday, April 26, 2024 at 02:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2868	3.03
$α$	0.1528	6.61
$β$	0.6700	12.77
$γ_{1}$	-0.1293	-0.72
$γ_{2}$	0.0270	0.09
$γ_{3}$	0.3491	1.31
$γ_{4}$	-0.4682	-2.09
$γ_{5}$	0.5139	2.42
$γ_{6}$	-0.6442	-3.10
$γ_{7}$	0.6067	3.09
$γ_{8}$	-0.2145	-1.29
$γ_{9}$	-0.2955	-1.69
$γ_{10}$	0.3943	2.54

Estimation Period:
May 25, 2006 to Apr 19, 2024

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