V-Lab: Pitney Bowes Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Pitney Bowes Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:116.95% (-32.93%)

Analysis last updated: Friday, May 3, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9083	4.94
$α$	0.1578	5.92
$β$	0.5499	9.52
$γ_{1}$	0.0147	0.37
$γ_{2}$	0.0376	0.70
$γ_{3}$	-0.0665	-1.97
$γ_{4}$	-0.1084	-3.57
$γ_{5}$	0.3263	8.20
$γ_{6}$	-0.3124	-4.99
$γ_{7}$	0.1025	1.36
$γ_{8}$	0.0907	1.36
$γ_{9}$	-0.1666	-2.95
$γ_{10}$	0.1087	1.21

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts