V-Lab: NVIDIA Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NVIDIA Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:55.35% (-1.94%)

Analysis last updated: Wednesday, May 8, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2105	6.73
$α$	0.0688	5.66
$β$	0.8619	35.51
$γ_{1}$	-0.0699	-0.76
$γ_{2}$	-0.0348	-0.23
$γ_{3}$	0.3241	2.99
$γ_{4}$	-0.4374	-3.53
$γ_{5}$	0.2899	2.09
$γ_{6}$	0.0589	0.51
$γ_{7}$	-0.2888	-2.72
$γ_{8}$	0.2770	2.65
$γ_{9}$	-0.1754	-2.57

Estimation Period:
Jan 22, 1999 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts