V-Lab: Inscobee Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Inscobee Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:40.62% (-4.41%)

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
$ω$	0.5283	9.58
$α$	0.1586	10.31
$β$	0.6851	20.66
$γ_{1}$	-0.0618	-1.49
$γ_{2}$	0.1509	2.45
$γ_{3}$	-0.2228	-5.36
$γ_{4}$	0.2212	5.11
$γ_{5}$	-0.1221	-2.68
$γ_{6}$	0.0382	0.83
$γ_{7}$	-0.0235	-0.50
$γ_{8}$	0.0617	1.04
$γ_{9}$	-0.1119	-1.83
$γ_{10}$	0.1196	3.05

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

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Volatility Forecasts

Volatility Forecasts