V-Lab: Inscobee Inc Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Inscobee Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.48% (-2.24%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4871	9.09
$α$	0.1582	10.13
$β$	0.6804	19.69
$γ_{1}$	-0.1000	-2.45
$γ_{2}$	0.2126	3.52
$γ_{3}$	-0.2668	-6.53
$γ_{4}$	0.2582	6.01
$γ_{5}$	-0.1513	-3.34
$γ_{6}$	0.0591	1.30
$γ_{7}$	-0.0348	-0.73
$γ_{8}$	0.0586	0.94
$γ_{9}$	-0.0801	-1.11
$γ_{10}$	0.0117	0.13

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts