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

V-Lab

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V-Lab

Fursys Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:29.36% (-2.50%)

Analysis last updated: Saturday, April 27, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6869	3.87
$α$	0.1649	4.30
$β$	0.7649	20.19
$γ_{1}$	-0.0645	-0.53
$γ_{2}$	-0.0085	-0.05
$γ_{3}$	0.2611	1.87
$γ_{4}$	-0.3287	-2.26
$γ_{5}$	0.1517	1.16
$γ_{6}$	0.0524	0.37
$γ_{7}$	-0.2494	-1.43
$γ_{8}$	0.4675	2.75
$γ_{9}$	-0.4606	-3.09
$γ_{10}$	0.2340	2.38

Estimation Period:
Dec 25, 1996 to Apr 26, 2024

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