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

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V-Lab

THN Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.60% (-0.96%)

Analysis last updated: Wednesday, May 1, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9649	6.98
$α$	0.2094	6.92
$β$	0.6516	16.75
$γ_{1}$	-0.2260	-3.42
$γ_{2}$	0.3334	3.28
$γ_{3}$	-0.2079	-2.95
$γ_{4}$	0.2050	3.22
$γ_{5}$	-0.2172	-3.19
$γ_{6}$	0.2592	4.09
$γ_{7}$	-0.2292	-3.73
$γ_{8}$	0.0601	0.84
$γ_{9}$	0.0552	1.03

Estimation Period:
Jul 31, 1996 to Apr 30, 2024

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