V-Lab: Jabil Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Jabil Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:39.37% (-1.11%)

Analysis last updated: Monday, April 29, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4284	4.89
$α$	0.1063	4.08
$β$	0.7181	13.21
$γ_{1}$	-0.0771	-1.28
$γ_{2}$	0.1552	1.89
$γ_{3}$	-0.2295	-4.99
$γ_{4}$	0.3595	7.19
$γ_{5}$	-0.3658	-6.76
$γ_{6}$	0.2074	3.93
$γ_{7}$	-0.0389	-0.83
$γ_{8}$	0.0160	0.32
$γ_{9}$	-0.0524	-1.23

Estimation Period:
Apr 29, 1993 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts