V-Lab: Helical Bar PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Helical Bar PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:34.39% (-2.52%)

Analysis last updated: Saturday, May 4, 2024 at 08:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4711	4.54
$α$	0.2025	7.85
$β$	0.6861	21.60
$γ_{1}$	-0.2100	-4.33
$γ_{2}$	0.4362	6.09
$γ_{3}$	-0.3419	-5.35
$γ_{4}$	0.2379	3.45
$γ_{5}$	-0.2408	-4.10
$γ_{6}$	0.1426	3.47
$γ_{7}$	-0.0034	-0.11
$γ_{8}$	-0.0248	-0.91
$γ_{9}$	-0.0044	-0.22

Estimation Period:
Jan 1, 1990 to May 3, 2024

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