V-Lab: THN Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

THN Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:26.26% (+1.71%)

Analysis last updated: Tuesday, April 30, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9200	6.92
$α$	0.2067	6.98
$β$	0.6491	16.39
$γ_{1}$	-0.2494	-3.81
$γ_{2}$	0.3699	3.68
$γ_{3}$	-0.2315	-3.31
$γ_{4}$	0.2250	3.58
$γ_{5}$	-0.2369	-3.53
$γ_{6}$	0.2821	4.51
$γ_{7}$	-0.2629	-4.14
$γ_{8}$	0.1290	1.52
$γ_{9}$	-0.1264	-1.17

Estimation Period:
Jul 31, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts