V-Lab: Resonac Holdings Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Resonac Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:62.96% (-4.26%)

Analysis last updated: Sunday, April 28, 2024 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8728	7.31
$α$	0.1012	8.92
$β$	0.8445	51.27
$γ_{1}$	-0.0796	-2.68
$γ_{2}$	0.1709	3.91
$γ_{3}$	-0.2095	-6.95
$γ_{4}$	0.2250	7.74
$γ_{5}$	-0.1921	-6.57
$γ_{6}$	0.1650	4.88
$γ_{7}$	-0.1467	-3.78
$γ_{8}$	0.1264	2.15

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts