V-Lab: Westshore Terminals Investment Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Westshore Terminals Investment Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:30.78% (-1.32%)

Analysis last updated: Thursday, April 18, 2024 at 12:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7741	5.09
$α$	0.1304	7.36
$β$	0.8034	32.36
$γ_{1}$	-0.1120	-1.66
$γ_{2}$	0.1581	1.66
$γ_{3}$	-0.0521	-0.80
$γ_{4}$	-0.0642	-0.84
$γ_{5}$	0.2002	2.16
$γ_{6}$	-0.2102	-1.75
$γ_{7}$	0.1009	0.90
$γ_{8}$	-0.0300	-0.48

Estimation Period:
Jan 30, 1998 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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