V-Lab: Fursys Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Fursys Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:48.42% (+10.29%)

Analysis last updated: Friday, September 20, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7400	3.75
$α$	0.1673	4.72
$β$	0.7750	22.53
$γ_{1}$	-0.0557	-0.46
$γ_{2}$	-0.0215	-0.12
$γ_{3}$	0.2695	1.96
$γ_{4}$	-0.3471	-2.43
$γ_{5}$	0.1847	1.46
$γ_{6}$	0.0112	0.08
$γ_{7}$	-0.2018	-1.13
$γ_{8}$	0.4427	2.24
$γ_{9}$	-0.4973	-2.79
$γ_{10}$	0.3401	1.85

Estimation Period:
Dec 25, 1996 to Sep 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts