V-Lab: Scripps Networks Interactive Inc GARCH Volatility Analysis

V-Lab

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V-Lab

Scripps Networks Interactive Inc GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 7th, 2018:17.65% (-0.26%)

Analysis last updated: Monday, March 1, 2021 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1691	9.47
$α$	0.1089	20.34
$β$	0.8379	95.84

Estimation Period:
Jun 12, 2008 to Mar 2, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts