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

V-Lab

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V-Lab

Oracle Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:28.04% (-0.84%)

Analysis last updated: Thursday, May 2, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8574	5.61
$α$	0.1029	6.87
$β$	0.7582	24.80
$γ_{1}$	0.0144	0.39
$γ_{2}$	0.0390	0.68
$γ_{3}$	-0.1606	-4.25
$γ_{4}$	0.1939	6.87
$γ_{5}$	-0.1267	-5.27
$γ_{6}$	0.0567	1.89
$γ_{7}$	0.0090	0.24
$γ_{8}$	-0.0476	-1.53

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts