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 19th, 2024:17.05% (-0.31%)

Analysis last updated: Friday, April 19, 2024 at 02:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2785	3.02
$α$	0.1507	6.56
$β$	0.6734	12.83
$γ_{1}$	-0.1329	-0.74
$γ_{2}$	0.0276	0.10
$γ_{3}$	0.3591	1.35
$γ_{4}$	-0.4855	-2.15
$γ_{5}$	0.5371	2.51
$γ_{6}$	-0.6685	-3.21
$γ_{7}$	0.6244	3.21
$γ_{8}$	-0.2232	-1.36
$γ_{9}$	-0.2856	-1.59
$γ_{10}$	0.3788	2.40

Estimation Period:
May 25, 2006 to Apr 12, 2024

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