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

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V-Lab

INFAC Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.23% (-0.37%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8518	5.52
$α$	0.1665	4.80
$β$	0.7138	14.44
$γ_{1}$	-0.2858	-2.80
$γ_{2}$	0.5482	3.58
$γ_{3}$	-0.3533	-2.66
$γ_{4}$	0.1544	1.09
$γ_{5}$	-0.2120	-1.72
$γ_{6}$	0.3091	2.87
$γ_{7}$	-0.3501	-2.98
$γ_{8}$	0.4880	3.37
$γ_{9}$	-0.5093	-3.87
$γ_{10}$	0.2557	3.02

Estimation Period:
Aug 1, 1996 to Apr 19, 2024

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