V-Lab: WillBes & Co/The Spline-GARCH Volatility Analysis

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V-Lab

WillBes & Co/The Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:29.29% (+0.75%)

Analysis last updated: Saturday, April 27, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5647	7.07
$α$	0.1237	6.90
$β$	0.8248	37.57
$γ_{1}$	-0.0240	-5.58
$γ_{2}$	0.0374	5.41
$γ_{3}$	-0.0306	-3.63

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts