V-Lab: Reinet Investments SCA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Reinet Investments SCA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:32.34% (-1.39%)

Analysis last updated: Tuesday, April 30, 2024 at 08:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6396	4.99
$α$	0.1434	6.39
$β$	0.6261	9.58
$γ_{1}$	0.5621	2.87
$γ_{2}$	-0.7440	-2.71
$γ_{3}$	0.4701	3.04
$γ_{4}$	-0.6040	-4.52
$γ_{5}$	0.5690	3.95
$γ_{6}$	-0.4966	-3.27
$γ_{7}$	0.3068	2.16
$γ_{8}$	-0.0223	-0.21

Estimation Period:
Oct 21, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts