V-Lab: Amedeo Air Four Plus Limited Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Amedeo Air Four Plus Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:13.24% (+0.03%)

Analysis last updated: Saturday, April 27, 2024 at 08:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6030	0.71
$α$	0.8606	7.40
$β$	0.1132	1.87
$γ_{1}$	1.5906	0.73
$γ_{2}$	-2.4542	-0.79
$γ_{3}$	2.3554	1.26
$γ_{4}$	-2.4938	-1.62
$γ_{5}$	2.7724	1.92
$γ_{6}$	-4.4231	-2.18
$γ_{7}$	3.6638	1.73
$γ_{8}$	-0.8784	-0.44
$γ_{9}$	-0.9064	-0.47
$γ_{10}$	1.2846	0.86

Estimation Period:
May 12, 2015 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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