V-Lab: Pason Systems Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Pason Systems Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:30.11% (-0.37%)

Analysis last updated: Saturday, May 4, 2024 at 05:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1486	8.76
$α$	0.0484	5.74
$β$	0.9328	80.33
$γ_{1}$	0.0006	1.52

Estimation Period:
Dec 30, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts