V-Lab: Oyang Corp Spline-GARCH Volatility Analysis

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V-Lab

Oyang Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:17.85% (-0.86%)

Analysis last updated: Saturday, April 27, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5804	4.91
$α$	0.1915	10.37
$β$	0.7395	36.57
$γ_{1}$	-0.1794	-3.14
$γ_{2}$	0.3271	3.95
$γ_{3}$	-0.2775	-4.75
$γ_{4}$	0.1569	2.69
$γ_{5}$	0.0079	0.12
$γ_{6}$	-0.1247	-1.46
$γ_{7}$	0.1873	1.86
$γ_{8}$	-0.1497	-1.58
$γ_{9}$	0.0890	1.15
$γ_{10}$	-0.2271	-2.79

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts