V-Lab: TCC Steel Spline-GARCH Volatility Analysis

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V-Lab

TCC Steel Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:54.32% (-1.39%)

Analysis last updated: Wednesday, May 1, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7919	6.34
$α$	0.1350	8.32
$β$	0.7955	35.61
$γ_{1}$	-0.0794	-1.46
$γ_{2}$	0.1508	1.83
$γ_{3}$	-0.1532	-2.61
$γ_{4}$	0.0681	1.08
$γ_{5}$	0.1253	1.83
$γ_{6}$	-0.2803	-3.93
$γ_{7}$	0.3354	4.24
$γ_{8}$	-0.2223	-2.28
$γ_{9}$	0.1021	1.00
$γ_{10}$	-0.1370	-1.41

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

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