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

V-Lab

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V-Lab

Amedeo Air Four Plus Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:30.31% (+15.53%)

Analysis last updated: Saturday, May 4, 2024 at 08:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7276	0.81
$α$	0.8492	8.21
$β$	0.1291	1.95
$γ_{1}$	1.5668	0.71
$γ_{2}$	-2.4391	-0.78
$γ_{3}$	2.3949	1.26
$γ_{4}$	-2.5668	-1.64
$γ_{5}$	2.8369	1.94
$γ_{6}$	-4.4249	-2.14
$γ_{7}$	3.5623	1.66
$γ_{8}$	-0.5978	-0.29
$γ_{9}$	-1.5791	-0.75
$γ_{10}$	2.8614	0.89

Estimation Period:
May 12, 2015 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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