V-Lab: Olympus Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Olympus Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.50% (-1.42%)

Analysis last updated: Thursday, May 2, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9479	8.03
$α$	0.1173	8.53
$β$	0.8068	35.83
$γ_{1}$	-0.0291	-1.06
$γ_{2}$	0.1010	2.29
$γ_{3}$	-0.1654	-4.49
$γ_{4}$	0.1715	5.47
$γ_{5}$	-0.1176	-4.06
$γ_{6}$	0.0345	1.14
$γ_{7}$	0.0271	1.08
$γ_{8}$	-0.0313	-1.69

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

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Volatility Forecasts

Volatility Forecasts