V-Lab: Garmin Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Garmin Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:41.82% (-8.39%)

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
$ω$	1.6324	7.00
$α$	0.0810	4.40
$β$	0.5748	5.90
$γ_{1}$	0.2871	2.62
$γ_{2}$	-0.4326	-2.74
$γ_{3}$	0.3582	3.10
$γ_{4}$	-0.5833	-5.12
$γ_{5}$	0.6525	6.19
$γ_{6}$	-0.3460	-3.08
$γ_{7}$	0.0050	0.03
$γ_{8}$	0.1923	0.97
$γ_{9}$	-0.2508	-1.55
$γ_{10}$	0.2373	0.84

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts