V-Lab: AUK Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

AUK Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:38.91% (-0.51%)

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
$ω$	0.9780	5.77
$α$	0.0687	5.35
$β$	0.8637	43.02
$γ_{1}$	-0.1125	-1.57
$γ_{2}$	0.0975	0.90
$γ_{3}$	0.0279	0.34
$γ_{4}$	0.0705	0.97
$γ_{5}$	-0.2161	-3.07
$γ_{6}$	0.2494	2.64
$γ_{7}$	-0.1667	-1.09
$γ_{8}$	0.0632	0.34
$γ_{9}$	-0.0209	-0.16

Estimation Period:
Oct 16, 1996 to Apr 26, 2024

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