V-Lab: Huneed Technologies Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Huneed Technologies Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.17% (+8.70%)

Analysis last updated: Wednesday, May 1, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6509	7.37
$α$	0.2330	10.76
$β$	0.6080	19.31
$γ_{1}$	0.0495	3.04
$γ_{2}$	-0.1071	-4.44
$γ_{3}$	0.0751	4.25
$γ_{4}$	-0.0238	-1.39
$γ_{5}$	0.0191	1.14
$γ_{6}$	-0.0170	-1.27

Estimation Period:
Sep 3, 1991 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts