V-Lab: Sidiz Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sidiz Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.47% (-5.45%)

Analysis last updated: Friday, May 3, 2024 at 12:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6744	3.51
$α$	0.2604	5.84
$β$	0.5977	9.86
$γ_{1}$	0.3152	0.56
$γ_{2}$	-0.3067	-0.33
$γ_{3}$	0.4529	0.46
$γ_{4}$	-0.9779	-0.95
$γ_{5}$	0.7176	0.73
$γ_{6}$	-0.3797	-0.40
$γ_{7}$	-0.0132	-0.02
$γ_{8}$	0.9346	0.94
$γ_{9}$	-1.6583	-1.27
$γ_{10}$	1.3965	1.43

Estimation Period:
Jan 25, 2011 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts