V-Lab: IHQ Inc Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

IHQ Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:0.00% (0.00%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9290	2.44
$α$	0.0792	4.50
$β$	0.9179	54.41
$γ_{1}$	-0.0668	-0.38
$γ_{2}$	0.1414	0.57
$γ_{3}$	-0.1336	-0.83
$γ_{4}$	0.0001	0.00
$γ_{5}$	0.1344	0.95
$γ_{6}$	-0.1255	-0.87
$γ_{7}$	0.0380	0.29
$γ_{8}$	0.0823	0.51
$γ_{9}$	-0.0954	-0.38
$γ_{10}$	-2.8498	-7.39

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts