V-Lab: Ionis Pharmaceuticals Inc Spline-GARCH Volatility Analysis

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V-Lab

Ionis Pharmaceuticals Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:31.67% (-2.04%)

Analysis last updated: Thursday, May 2, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1337	5.67
$α$	0.0907	5.29
$β$	0.7336	14.82
$γ_{1}$	-0.0385	-0.94
$γ_{2}$	0.1136	1.89
$γ_{3}$	-0.1582	-3.14
$γ_{4}$	0.1276	2.33
$γ_{5}$	-0.0862	-1.40
$γ_{6}$	0.1266	2.27
$γ_{7}$	-0.1840	-4.28
$γ_{8}$	0.1616	4.24
$γ_{9}$	-0.1376	-1.95

Estimation Period:
May 17, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts