V-Lab: Motonic Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Motonic Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:12.71% (-0.68%)

Analysis last updated: Saturday, April 27, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8925	6.60
$α$	0.1030	7.99
$β$	0.8191	34.37
$γ_{1}$	0.0905	1.30
$γ_{2}$	-0.2532	-2.47
$γ_{3}$	0.2121	2.77
$γ_{4}$	-0.0344	-0.41
$γ_{5}$	-0.0027	-0.03
$γ_{6}$	0.0076	0.11
$γ_{7}$	-0.1460	-2.12
$γ_{8}$	0.3867	4.36
$γ_{9}$	-0.5820	-4.89
$γ_{10}$	0.4590	3.28

Estimation Period:
Jan 14, 1994 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts