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

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V-Lab

TYM Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:41.79% (+1.92%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7668	3.89
$α$	0.1135	7.84
$β$	0.8603	50.48
$γ_{1}$	0.0194	0.31
$γ_{2}$	0.0043	0.05
$γ_{3}$	-0.1223	-1.87
$γ_{4}$	0.1691	2.21
$γ_{5}$	-0.1102	-1.30
$γ_{6}$	0.0771	0.85
$γ_{7}$	-0.0013	-0.02
$γ_{8}$	-0.1140	-1.70
$γ_{9}$	0.1078	2.07

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts