V-Lab: Oberbank AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Oberbank AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:2.27% (-0.02%)

Analysis last updated: Thursday, May 2, 2024 at 03:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.8391	4.45
$α$	0.2397	7.58
$β$	0.7119	24.47
$γ_{1}$	-0.0165	-0.25
$γ_{2}$	0.1232	1.16
$γ_{3}$	-0.1399	-1.49
$γ_{4}$	0.0125	0.15
$γ_{5}$	0.0615	0.74
$γ_{6}$	-0.1314	-1.28
$γ_{7}$	0.1973	1.44
$γ_{8}$	-0.2230	-1.72
$γ_{9}$	0.2771	3.50
$γ_{10}$	-0.2378	-4.63

Estimation Period:
Jan 2, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts