V-Lab
V-Lab

SBW Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:0.00% (0.00%)

Analysis last updated: Wednesday, May 1, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SBW SGARCH
paramt-stat
ω76.8243768242900.00
α0.58285827960.00
β0.41724171690.00
γ10.64526451710.00
γ2-6.7594-67593620.00
γ32.594825947600.00
γ414.7260147260400.00
γ5-32.8409-328408500.00
γ642.6813426812700.00
γ7-27.4033-274032900.00
γ872.2099722099200.00
γ9-417.3087-4173087000.00
Estimation Period:
Jun 10, 2008 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts