V-Lab: STIC Investments Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

STIC Investments Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:31.21% (-1.00%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0594	4.36
$α$	0.0906	5.25
$β$	0.8269	24.34
$γ_{1}$	-0.0471	-0.35
$γ_{2}$	0.0222	0.11
$γ_{3}$	0.0516	0.44
$γ_{4}$	-0.0098	-0.11
$γ_{5}$	-0.0251	-0.26
$γ_{6}$	-0.0315	-0.27
$γ_{7}$	0.0405	0.29
$γ_{8}$	0.1814	1.42
$γ_{9}$	-0.4702	-4.18
$γ_{10}$	0.4280	4.90

Estimation Period:
Nov 25, 1997 to Apr 26, 2024

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