V-Lab: Pioneer Corp Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Pioneer Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 28th, 2019:7626.19% (+7366.75%)

Analysis last updated: Wednesday, March 27, 2019 at 06:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8111	5.82
$α$	0.0581	7.51
$β$	0.9167	78.27
$γ_{1}$	-0.0651	-1.60
$γ_{2}$	0.1490	2.23
$γ_{3}$	-0.2009	-3.84
$γ_{4}$	0.2174	3.95
$γ_{5}$	-0.1420	-2.40
$γ_{6}$	0.0265	0.48
$γ_{7}$	0.0883	0.91

Estimation Period:
Jan 3, 1990 to Mar 22, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts