V-Lab: First Solar Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

First Solar Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:49.34% (+11.20%)

Analysis last updated: Friday, May 3, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9823	3.93
$α$	0.1189	4.68
$β$	0.5174	5.90
$γ_{1}$	-0.4011	-1.70
$γ_{2}$	0.3427	1.01
$γ_{3}$	0.5200	2.21
$γ_{4}$	-1.1087	-4.61
$γ_{5}$	1.1569	4.82
$γ_{6}$	-0.8378	-3.86
$γ_{7}$	0.5986	2.51
$γ_{8}$	-0.3848	-1.51
$γ_{9}$	0.1694	0.69
$γ_{10}$	-0.3024	-0.74

Estimation Period:
Nov 17, 2006 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts