V-Lab: Garmin Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Garmin Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:40.03% (-8.13%)

Analysis last updated: Friday, May 3, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6250	7.06
$α$	0.0764	4.30
$β$	0.5928	6.05
$γ_{1}$	0.2671	2.46
$γ_{2}$	-0.3959	-2.52
$γ_{3}$	0.3279	2.83
$γ_{4}$	-0.5595	-4.91
$γ_{5}$	0.6365	6.03
$γ_{6}$	-0.3394	-3.01
$γ_{7}$	0.0118	0.07
$γ_{8}$	0.1642	0.83
$γ_{9}$	-0.1860	-1.26
$γ_{10}$	0.0907	1.05

Estimation Period:
Dec 8, 2000 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts