V-Lab: Snap-on Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Snap-on Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:25.80% (+0.37%)

Analysis last updated: Friday, May 3, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0776	11.28
$α$	0.1062	7.72
$β$	0.7545	23.68
$γ_{1}$	-0.0067	-0.33
$γ_{2}$	0.0662	2.01
$γ_{3}$	-0.1382	-4.46
$γ_{4}$	0.1607	4.19
$γ_{5}$	-0.1809	-4.69
$γ_{6}$	0.1807	5.39
$γ_{7}$	-0.1076	-3.56
$γ_{8}$	0.0243	1.08

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts