V-Lab: ATA Creativity Global Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

ATA Creativity Global Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:53.38% (-1.97%)

Analysis last updated: Thursday, May 2, 2024 at 09:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9369	4.20
$α$	0.2676	5.00
$β$	0.5681	6.94
$γ_{1}$	-1.0867	-2.76
$γ_{2}$	1.8063	3.04
$γ_{3}$	-1.1485	-3.01
$γ_{4}$	0.8628	2.67
$γ_{5}$	-0.9505	-2.60
$γ_{6}$	1.2358	2.47
$γ_{7}$	-1.3101	-2.09
$γ_{8}$	0.7442	1.32
$γ_{9}$	-0.2562	-0.73
$γ_{10}$	0.2007	0.79

Estimation Period:
Jan 29, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts