V-Lab: Equus Total Return Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Equus Total Return Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:37.78% (-0.38%)

Analysis last updated: Monday, April 29, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3595	3.10
$α$	0.1546	7.41
$β$	0.7858	31.16
$γ_{1}$	0.0828	0.95
$γ_{2}$	-0.1466	-1.15
$γ_{3}$	0.1252	1.84
$γ_{4}$	-0.0322	-0.60
$γ_{5}$	-0.0917	-1.62
$γ_{6}$	0.0716	1.45
$γ_{7}$	0.0246	0.54
$γ_{8}$	-0.0612	-1.72

Estimation Period:
Sep 11, 1992 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts