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

V-Lab

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V-Lab

Metro Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:16.81% (+0.13%)

Analysis last updated: Saturday, May 4, 2024 at 05:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1450	6.90
$α$	0.1149	6.38
$β$	0.7282	17.06
$γ_{1}$	0.1224	2.67
$γ_{2}$	-0.1511	-2.27
$γ_{3}$	-0.0257	-0.54
$γ_{4}$	0.1442	2.47
$γ_{5}$	-0.2133	-3.77
$γ_{6}$	0.2376	5.47
$γ_{7}$	-0.1785	-4.70
$γ_{8}$	0.0932	2.35
$γ_{9}$	-0.0334	-0.94

Estimation Period:
Jan 19, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts