V-Lab: INFAC Corp Spline-GARCH Volatility Analysis

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V-Lab

INFAC Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.88% (-0.43%)

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
$ω$	1.8117	5.44
$α$	0.1664	4.81
$β$	0.7184	14.77
$γ_{1}$	-0.3168	-3.07
$γ_{2}$	0.6008	3.88
$γ_{3}$	-0.3927	-2.93
$γ_{4}$	0.1861	1.30
$γ_{5}$	-0.2367	-1.89
$γ_{6}$	0.3269	2.99
$γ_{7}$	-0.3581	-3.00
$γ_{8}$	0.4777	3.21
$γ_{9}$	-0.4618	-3.18
$γ_{10}$	0.1156	0.71

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

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