V-Lab: P10 Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

P10 Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:49.21% (+0.27%)

Analysis last updated: Friday, May 3, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9711	8.05
$α$	0.0276	0.80
$β$	0.1729	0.12
$γ_{1}$	-0.4954	-1.40
$γ_{2}$	1.4819	2.25

Estimation Period:
Oct 21, 2021 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts