V-Lab: Liberty All-Star Growth Fund Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Liberty All-Star Growth Fund Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:18.55% (-0.89%)

Analysis last updated: Monday, April 29, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8690	6.75
$α$	0.1146	8.80
$β$	0.8603	66.42
$γ_{1}$	0.0196	1.64
$γ_{2}$	-0.0502	-2.81
$γ_{3}$	0.0484	3.99
$γ_{4}$	-0.0137	-1.39
$γ_{5}$	-0.0103	-1.40

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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