V-Lab: GS Engineering & Construction Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

GS Engineering & Construction Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:37.46% (-0.45%)

Analysis last updated: Friday, May 3, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6118	6.21
$α$	0.0892	7.89
$β$	0.8522	49.85
$γ_{1}$	-0.0053	-0.13
$γ_{2}$	0.0555	0.94
$γ_{3}$	-0.1729	-4.31
$γ_{4}$	0.2192	5.69
$γ_{5}$	-0.1400	-3.79
$γ_{6}$	0.0572	1.74
$γ_{7}$	-0.0238	-0.71
$γ_{8}$	0.0164	0.42
$γ_{9}$	-0.0032	-0.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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