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

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V-Lab

Vivien Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:39.71% (-0.56%)

Analysis last updated: Thursday, May 2, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5700	3.31
$α$	0.2800	5.87
$β$	0.5947	12.18
$γ_{1}$	0.0041	0.05
$γ_{2}$	0.0217	0.18
$γ_{3}$	-0.1517	-2.53
$γ_{4}$	0.1929	3.90
$γ_{5}$	-0.0256	-0.42
$γ_{6}$	-0.1479	-2.08
$γ_{7}$	0.1486	2.09
$γ_{8}$	0.0810	0.81
$γ_{9}$	-0.2238	-1.67
$γ_{10}$	0.1037	1.05

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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