V-Lab: Charles Schwab Corp/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Charles Schwab Corp/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:27.56% (-0.21%)

Analysis last updated: Monday, April 29, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8194	6.96
$α$	0.0735	7.46
$β$	0.8683	52.78
$γ_{1}$	-0.0651	-2.08
$γ_{2}$	0.1347	2.95
$γ_{3}$	-0.1794	-6.24
$γ_{4}$	0.1938	7.90
$γ_{5}$	-0.1273	-5.28
$γ_{6}$	0.0703	2.77
$γ_{7}$	-0.0220	-0.89
$γ_{8}$	-0.0153	-0.79

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts