V-Lab
Spark Infrastructure Group Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 29th, 2021:4.45% (-0.02%)
Analysis last updated: Wednesday, July 20, 2022 at 03:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5114 | 2.80 | |
| 0.0850 | 3.92 | |
| 0.8047 | 17.47 | |
| -0.8198 | -2.80 | |
| 1.0158 | 2.57 | |
| -0.2225 | -1.31 | |
| 0.1101 | 0.92 | |
| -0.1826 | -1.62 | |
| 0.3049 | 2.25 | |
| -1.0502 | -4.65 |
Estimation Period:
Mar 1, 2007 to Dec 24, 2021
Mar 1, 2007 to Dec 24, 2021
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