V-Lab: Scripps Networks Interactive Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Scripps Networks Interactive Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 7th, 2018:14.64% (-0.40%)

Analysis last updated: Tuesday, March 6, 2018 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2201	6.81
$α$	0.2244	2.05
$β$	0.5040	3.36
$γ_{1}$	-2.2876	-4.03
$γ_{2}$	3.7428	4.13
$γ_{3}$	-1.8091	-2.99
$γ_{4}$	-0.1084	-0.20
$γ_{5}$	1.1792	2.09
$γ_{6}$	-1.1883	-1.98
$γ_{7}$	1.0909	1.53
$γ_{8}$	-1.6824	-2.45
$γ_{9}$	1.6722	3.04

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts