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

V-Lab

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V-Lab

SIMPAC Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:43.78% (-1.55%)

Analysis last updated: Saturday, April 27, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7115	6.18
$α$	0.1089	9.55
$β$	0.8427	49.68
$γ_{1}$	-0.0010	-0.03
$γ_{2}$	0.0381	0.75
$γ_{3}$	-0.1290	-3.70
$γ_{4}$	0.1479	4.06
$γ_{5}$	-0.0904	-2.63
$γ_{6}$	0.0356	0.98
$γ_{7}$	0.0722	1.78
$γ_{8}$	-0.1220	-3.79

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

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Volatility Forecasts

Volatility Forecasts